+142.3%
VXUS vs RF
+277.2%
-134.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.7% | +2.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -1.9% | +7.0% | -8.9% | -3.7% |
| 3M | -4.4% | -7.0% | +2.6% | -2.6% |
| 6M | -2.0% | +6.8% | -8.7% | -4.1% |
| YTD | +11.1% | +9.9% | +1.2% | +7.6% |
| 1Y | +15.1% | +21.1% | -6.1% | +8.4% |
| 3Y | +70.4% | +119.6% | -49.2% | +32.8% |
| 5Y | +47.2% | +46.2% | +1.0% | +25.7% |
| 10Y | +142.3% | +261.5% | -119.2% | +60.7% |
| All | +142.3% | +277.2% | -134.9% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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