+160.2%
VXUS vs RL
+363.5%
-203.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.7% |
| 30D | -4.6% | +4.3% | -8.8% | -5.6% |
| 3M | -6.1% | -4.6% | -1.5% | -5.2% |
| 6M | -4.9% | +1.7% | -6.6% | -6.0% |
| YTD | +8.1% | +7.3% | +0.7% | +5.0% |
| 1Y | +12.1% | +20.8% | -8.7% | +5.6% |
| 3Y | +63.9% | +247.0% | -183.1% | +14.7% |
| 5Y | +43.1% | +225.5% | -182.3% | -0.8% |
| 10Y | +139.2% | +363.0% | -223.8% | +39.1% |
| All | +160.2% | +363.5% | -203.3% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling