-4.9%
VXUS vs SM
+2.7%
-7.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.2% |
| 7D | -1.8% | -25.9% | +24.1% | -4.6% |
| 30D | -4.6% | -15.1% | +10.6% | -5.9% |
| 3M | -6.1% | +4.9% | -11.0% | -5.0% |
| 6M | -4.9% | +6.1% | -11.0% | -1.8% |
| All | -4.9% | +2.7% | -7.5% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling