+183.8%
VXUS vs RL
+331.1%
-147.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +2.2% | -7.8% | +10.0% | +4.1% |
| 3M | +3.0% | -4.0% | +7.0% | +3.7% |
| 6M | +10.7% | -1.9% | +12.5% | +10.4% |
| YTD | +17.8% | -0.2% | +18.0% | +16.8% |
| 1Y | +27.6% | +10.7% | +16.9% | +22.9% |
| 3Y | +73.3% | +210.8% | -137.5% | +24.8% |
| 5Y | +54.3% | +238.2% | -183.9% | +5.7% |
| 10Y | +149.8% | +313.4% | -163.5% | +49.9% |
| All | +183.8% | +331.1% | -147.3% | +62.0% |
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 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