+162.9%
VXUS vs P
+485.4%
-322.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +1.0% | +6.5% | -5.5% | 0.0% |
| 30D | +2.2% | +18.8% | -16.6% | -0.9% |
| 3M | +3.0% | +26.7% | -23.8% | -1.5% |
| 6M | +10.7% | +62.2% | -51.5% | +1.3% |
| YTD | +17.8% | +48.5% | -30.7% | +8.7% |
| 1Y | +27.6% | +26.4% | +1.2% | +19.0% |
| 3Y | +73.3% | +159.4% | -86.1% | +36.8% |
| 5Y | +54.3% | +275.8% | -221.5% | +11.4% |
| 10Y | +149.8% | +732.0% | -582.2% | +50.6% |
| All | +162.9% | +485.4% | -322.4% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling