+147.1%
VXUS vs RF
+241.0%
-94.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.2% | +4.6% | -5.8% | -2.4% |
| 3M | -3.8% | -8.4% | +4.6% | -1.5% |
| 6M | -1.7% | +8.9% | -10.5% | -4.3% |
| YTD | +11.4% | +8.8% | +2.6% | +8.2% |
| 1Y | +13.3% | +18.9% | -5.6% | +7.3% |
| 3Y | +70.0% | +116.0% | -46.0% | +32.9% |
| 5Y | +48.1% | +46.0% | +2.0% | +26.4% |
| 10Y | +147.1% | +231.7% | -84.7% | +61.7% |
| All | +147.1% | +241.0% | -94.0% | +61.7% |
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