+141.1%
VXUS vs P
+469.1%
-328.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | -1.8% | -23.8% | +22.0% | +1.9% |
| 30D | -4.6% | -36.6% | +32.1% | +1.4% |
| 3M | -6.1% | +10.9% | -17.0% | -8.8% |
| 6M | -4.9% | +30.0% | -34.9% | -10.7% |
| YTD | +8.1% | +44.4% | -36.3% | -0.8% |
| 1Y | +12.1% | +3.9% | +8.2% | +7.0% |
| 3Y | +63.9% | +176.6% | -112.7% | +26.7% |
| 5Y | +43.1% | +249.3% | -206.1% | +3.6% |
| 10Y | +139.2% | +726.9% | -587.7% | +43.3% |
| All | +141.1% | +469.1% | -328.0% | +44.2% |
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