+47.7%
VXUS vs RF
+45.3%
+2.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | -2.5% | +6.2% | -8.7% | -4.1% |
| 3M | -4.6% | -7.8% | +3.2% | -2.6% |
| 6M | -2.6% | +5.9% | -8.6% | -4.4% |
| YTD | +10.4% | +9.0% | +1.3% | +7.2% |
| 1Y | +12.9% | +19.3% | -6.4% | +6.9% |
| 3Y | +68.4% | +116.4% | -48.0% | +31.5% |
| 5Y | +47.7% | +46.0% | +1.6% | +27.2% |
| All | +47.7% | +45.3% | +2.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling