+183.8%
VXUS vs SBAC
+409.2%
-225.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +2.2% | +6.9% | -4.7% | +0.2% |
| 3M | +3.0% | -8.2% | +11.2% | +5.0% |
| 6M | +10.7% | -1.6% | +12.3% | +9.6% |
| YTD | +17.8% | -0.1% | +18.0% | +15.8% |
| 1Y | +27.6% | -0.5% | +28.0% | +25.3% |
| 3Y | +73.3% | -9.1% | +82.4% | +71.1% |
| 5Y | +54.3% | -43.8% | +98.1% | +75.5% |
| 10Y | +149.8% | +80.5% | +69.3% | +69.4% |
| All | +183.8% | +409.2% | -225.4% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling