+167.7%
VXUS vs SFM
+132.6%
+35.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.2% | -4.4% | +6.6% | +2.5% |
| 3M | +3.0% | +1.5% | +1.4% | +2.5% |
| 6M | +10.7% | +6.5% | +4.2% | +9.3% |
| YTD | +17.8% | +2.2% | +15.7% | +16.7% |
| 1Y | +27.6% | -41.9% | +69.5% | +33.1% |
| 3Y | +73.3% | +106.8% | -33.5% | +56.9% |
| 5Y | +54.3% | +231.6% | -177.2% | +30.8% |
| 10Y | +149.8% | +258.4% | -108.6% | +102.4% |
| All | +167.7% | +132.6% | +35.1% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling