+54.4%
VXUS vs S
-71.4%
+125.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.0% | -7.7% | +8.7% | +1.8% |
| 30D | +2.2% | -5.3% | +7.5% | +2.5% |
| 3M | +3.0% | +20.3% | -17.3% | +0.7% |
| 6M | +10.7% | +47.4% | -36.7% | +5.6% |
| YTD | +17.8% | +32.5% | -14.7% | +13.5% |
| 1Y | +27.6% | +9.5% | +18.0% | +24.9% |
| 3Y | +73.3% | +15.5% | +57.8% | +64.9% |
| All | +54.4% | -71.4% | +125.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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