+147.1%
VXUS vs SBAC
+109.8%
+37.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -1.2% | +3.1% | -4.3% | -1.9% |
| 3M | -3.8% | +5.1% | -9.0% | -5.1% |
| 6M | -1.7% | -11.4% | +9.7% | +0.4% |
| YTD | +11.4% | +0.2% | +11.2% | +9.8% |
| 1Y | +13.3% | -3.9% | +17.3% | +12.8% |
| 3Y | +70.0% | -7.7% | +77.6% | +68.0% |
| 5Y | +48.1% | -39.7% | +87.8% | +61.7% |
| 10Y | +147.1% | +111.9% | +35.2% | +111.4% |
| All | +147.1% | +109.8% | +37.2% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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