+183.8%
VXUS vs RF
+567.0%
-383.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +2.2% | -3.6% | +5.8% | +3.3% |
| 3M | +3.0% | +8.1% | -5.1% | +0.3% |
| 6M | +10.7% | +11.5% | -0.8% | +6.7% |
| YTD | +17.8% | +15.6% | +2.3% | +12.1% |
| 1Y | +27.6% | +15.7% | +11.9% | +21.0% |
| 3Y | +73.3% | +86.9% | -13.6% | +38.0% |
| 5Y | +54.3% | +89.8% | -35.5% | +19.1% |
| 10Y | +149.8% | +344.7% | -194.9% | +29.7% |
| All | +183.8% | +567.0% | -383.2% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling