+142.3%
VXUS vs SM
+4.9%
+137.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +3.0% |
| 7D | +0.8% | -22.3% | +23.0% | +2.6% |
| 30D | -1.9% | -21.4% | +19.5% | -0.3% |
| 3M | -4.4% | +1.4% | -5.8% | -4.9% |
| 6M | -2.0% | +0.1% | -2.1% | -2.8% |
| YTD | +11.1% | +59.0% | -47.8% | +5.4% |
| 1Y | +15.1% | +64.3% | -49.3% | +8.7% |
| 3Y | +70.4% | -13.1% | +83.6% | +67.0% |
| 5Y | +47.2% | -13.9% | +61.0% | +41.3% |
| 10Y | +142.3% | +1.7% | +140.6% | +87.1% |
| All | +142.3% | +4.9% | +137.3% | +87.1% |
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