+146.4%
VXUS vs SFM
+293.3%
-146.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.2% |
| 7D | +1.6% | -5.8% | +7.4% | +2.1% |
| 30D | +1.0% | -11.4% | +12.4% | +1.9% |
| 3M | +5.7% | -12.2% | +17.9% | +6.6% |
| 6M | +13.6% | -5.2% | +18.7% | +13.4% |
| YTD | +17.4% | -4.5% | +21.9% | +17.0% |
| 1Y | +25.1% | -45.4% | +70.5% | +31.0% |
| 3Y | +75.8% | +91.1% | -15.3% | +60.8% |
| 5Y | +55.4% | +226.8% | -171.4% | +32.5% |
| 10Y | +146.4% | +291.9% | -145.5% | +98.7% |
| All | +146.4% | +293.3% | -146.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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