+45.9%
VXUS vs RL
+243.2%
-197.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.3% | +2.4% | -0.1% | +1.7% |
| 30D | -2.2% | +4.6% | -6.8% | -3.4% |
| 3M | -5.4% | -1.1% | -4.3% | -5.3% |
| 6M | -1.2% | +16.5% | -17.8% | -5.6% |
| YTD | +10.4% | +11.4% | -1.0% | +6.3% |
| 1Y | +11.8% | +16.1% | -4.2% | +6.5% |
| 3Y | +68.4% | +252.6% | -184.2% | +14.5% |
| 5Y | +45.9% | +244.9% | -199.0% | -3.9% |
| All | +45.9% | +243.2% | -197.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling