+45.9%
VXUS vs SITM
+87.2%
-41.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.3% | +32.5% | -30.2% | -1.0% |
| 30D | -2.2% | -18.8% | +16.6% | -0.5% |
| 3M | -5.4% | -30.9% | +25.5% | -2.5% |
| 6M | -1.2% | -44.5% | +43.2% | +3.1% |
| YTD | +10.4% | +33.2% | -22.9% | +2.9% |
| 1Y | +11.8% | +53.8% | -42.0% | +2.3% |
| 3Y | +68.4% | +335.7% | -267.3% | +27.3% |
| 5Y | +45.9% | +84.6% | -38.8% | +12.3% |
| All | +45.9% | +87.2% | -41.4% | +12.3% |
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