+63.6%
VXUS vs RF
+105.6%
-41.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -3.2% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | -5.8% | +5.0% | -10.9% | -6.9% |
| 3M | -6.4% | -10.0% | +3.5% | -4.3% |
| 6M | -2.5% | +3.3% | -5.8% | -3.6% |
| YTD | +7.9% | +7.9% | 0.0% | +5.3% |
| 1Y | +11.5% | +21.2% | -9.8% | +5.9% |
| All | +63.6% | +105.6% | -41.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling