+70.4%
VXUS vs SFM
+23.1%
+47.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.8% |
| 7D | +0.8% | -10.2% | +11.0% | +1.2% |
| 30D | -1.9% | -23.9% | +22.0% | -0.9% |
| 3M | -4.4% | -42.3% | +37.9% | -2.2% |
| 6M | -2.0% | -40.1% | +38.2% | -0.1% |
| YTD | +11.1% | -37.8% | +48.9% | +12.8% |
| 1Y | +15.1% | -37.1% | +52.1% | +16.6% |
| 3Y | +70.4% | +21.5% | +48.9% | +66.3% |
| All | +70.4% | +23.1% | +47.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling