+142.2%
VXUS vs RL
+369.1%
-226.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -2.5% | +7.6% | -10.2% | -4.3% |
| 3M | -4.6% | -1.5% | -3.1% | -4.5% |
| 6M | -2.6% | +12.1% | -14.7% | -5.8% |
| YTD | +10.4% | +13.9% | -3.5% | +6.0% |
| 1Y | +12.9% | +20.7% | -7.8% | +6.9% |
| 3Y | +68.4% | +260.6% | -192.2% | +19.8% |
| 5Y | +47.7% | +248.9% | -201.2% | +3.1% |
| 10Y | +142.2% | +355.9% | -213.7% | +55.0% |
| All | +142.2% | +369.1% | -226.9% | +55.0% |
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