+54.4%
VXUS vs SFM
+230.0%
-175.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.2% | -4.4% | +6.6% | +2.4% |
| 3M | +3.0% | +1.5% | +1.4% | +2.6% |
| 6M | +10.7% | +6.5% | +4.2% | +9.6% |
| YTD | +17.8% | +2.2% | +15.7% | +17.0% |
| 1Y | +27.6% | -41.9% | +69.5% | +32.9% |
| 3Y | +73.3% | +106.8% | -33.5% | +59.0% |
| All | +54.4% | +230.0% | -175.6% | +35.2% |
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