+139.3%
VXUS vs QSR
+202.3%
-63.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.1% | -2.9% | +5.1% | +3.1% |
| 30D | -1.1% | +4.1% | -5.3% | -2.5% |
| 3M | -5.6% | -0.7% | -5.0% | -5.7% |
| 6M | -2.3% | +0.4% | -2.7% | -3.0% |
| YTD | +10.4% | +13.5% | -3.2% | +4.7% |
| 1Y | +13.1% | +11.0% | +2.1% | +8.0% |
| 3Y | +68.0% | +22.0% | +46.0% | +53.3% |
| 5Y | +45.8% | +57.1% | -11.2% | +21.1% |
| 10Y | +144.7% | +138.3% | +6.4% | +69.2% |
| All | +139.3% | +202.3% | -63.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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