+54.3%
VXUS vs SITM
+164.5%
-110.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +0.3% | +3.7% | -3.4% | -0.1% |
| 30D | +0.7% | -14.5% | +15.2% | +2.2% |
| 3M | +4.8% | -10.6% | +15.3% | +4.8% |
| 6M | +11.3% | +65.5% | -54.2% | +2.9% |
| YTD | +16.5% | +67.0% | -50.5% | +6.9% |
| 1Y | +24.3% | +138.6% | -114.3% | +8.4% |
| 3Y | +74.5% | +421.8% | -347.3% | +30.7% |
| 5Y | +54.3% | +172.4% | -118.1% | +13.8% |
| All | +54.3% | +164.5% | -110.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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