+146.4%
VXUS vs SM
+12.3%
+134.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +1.0% | +31.5% | -30.5% | -1.2% |
| 3M | +5.7% | +17.3% | -11.7% | +4.0% |
| 6M | +13.6% | +48.5% | -34.9% | +9.1% |
| YTD | +17.4% | +106.3% | -88.9% | +9.5% |
| 1Y | +25.1% | +47.3% | -22.2% | +19.6% |
| 3Y | +75.8% | -1.4% | +77.3% | +71.1% |
| 5Y | +55.4% | +114.0% | -58.7% | +39.3% |
| 10Y | +146.4% | +12.5% | +133.9% | +90.7% |
| All | +146.4% | +12.3% | +134.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling