+146.2%
VXUS vs P
+652.0%
-505.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +2.1% | +11.6% | -9.5% | +0.4% |
| 30D | -1.1% | -23.7% | +22.6% | +2.4% |
| 3M | -5.6% | -8.0% | +2.4% | -5.6% |
| 6M | -2.3% | +27.9% | -30.2% | -8.1% |
| YTD | +10.4% | +61.2% | -50.8% | -0.8% |
| 1Y | +13.1% | +28.6% | -15.6% | +4.2% |
| 3Y | +68.0% | +200.5% | -132.5% | +26.5% |
| 5Y | +45.8% | +282.9% | -237.1% | +2.0% |
| All | +146.2% | +652.0% | -505.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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