+142.3%
VXUS vs O
+69.9%
+72.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.6% |
| 7D | +0.8% | +3.3% | -2.6% | -0.3% |
| 30D | -1.9% | +10.3% | -12.2% | -5.0% |
| 3M | -4.4% | -3.5% | -0.9% | -3.4% |
| 6M | -2.0% | -1.3% | -0.7% | -2.0% |
| YTD | +11.1% | +10.3% | +0.8% | +7.1% |
| 1Y | +15.1% | +10.4% | +4.7% | +10.8% |
| 3Y | +70.4% | +40.0% | +30.4% | +50.3% |
| 5Y | +47.2% | +12.4% | +34.8% | +38.7% |
| 10Y | +142.3% | +78.2% | +64.1% | +101.5% |
| All | +142.3% | +69.9% | +72.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling