+142.3%
VXUS vs RL
+397.7%
-255.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +1.5% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -1.9% | +7.3% | -9.2% | -3.6% |
| 3M | -4.4% | +1.0% | -5.4% | -4.9% |
| 6M | -2.0% | +11.8% | -13.7% | -5.1% |
| YTD | +11.1% | +13.6% | -2.5% | +6.8% |
| 1Y | +15.1% | +24.0% | -9.0% | +8.3% |
| 3Y | +70.4% | +256.6% | -186.2% | +21.6% |
| 5Y | +47.2% | +240.2% | -193.0% | +3.5% |
| 10Y | +142.3% | +373.0% | -230.7% | +53.9% |
| All | +142.3% | +397.7% | -255.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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