+47.2%
VXUS vs SFM
+102.7%
-55.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.8% |
| 7D | +0.8% | -10.2% | +11.0% | +1.4% |
| 30D | -1.9% | -23.9% | +22.0% | -0.5% |
| 3M | -4.4% | -42.3% | +37.9% | -1.3% |
| 6M | -2.0% | -40.1% | +38.2% | +0.7% |
| YTD | +11.1% | -37.8% | +48.9% | +13.5% |
| 1Y | +15.1% | -37.1% | +52.1% | +17.3% |
| 3Y | +70.4% | +21.5% | +48.9% | +61.1% |
| 5Y | +47.2% | +103.8% | -56.6% | +34.4% |
| All | +47.2% | +102.7% | -55.5% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling