+186.7%
VXUS vs PSX
+1,156.9%
-970.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.2% |
| 7D | -0.5% | -0.4% | -0.2% | -0.4% |
| 30D | -1.2% | -8.1% | +6.9% | +0.6% |
| 3M | -3.8% | +15.9% | -19.7% | -7.7% |
| 6M | -1.7% | +49.4% | -51.0% | -11.9% |
| YTD | +11.4% | +104.7% | -93.2% | -8.8% |
| 1Y | +13.3% | +89.1% | -75.8% | -5.4% |
| 3Y | +70.0% | +151.7% | -81.8% | +28.3% |
| 5Y | +48.1% | +298.3% | -250.2% | -4.7% |
| 10Y | +147.1% | +357.1% | -210.0% | +39.6% |
| All | +186.7% | +1,156.9% | -970.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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