+147.3%
VXUS vs PR
+109.1%
+38.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | +2.2% | +18.0% | -15.8% | +1.1% |
| 3M | +3.0% | +16.9% | -13.9% | +1.9% |
| 6M | +10.7% | +28.2% | -17.6% | +8.7% |
| YTD | +17.8% | +69.3% | -51.5% | +13.7% |
| 1Y | +27.6% | +69.5% | -41.9% | +22.9% |
| 3Y | +73.3% | +81.7% | -8.4% | +65.1% |
| 5Y | +54.3% | +422.2% | -367.9% | +37.0% |
| All | +147.3% | +109.1% | +38.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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