+160.2%
VXUS vs SM
-41.1%
+201.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | -1.8% | -25.9% | +24.1% | +0.8% |
| 30D | -4.6% | -15.1% | +10.6% | -3.3% |
| 3M | -6.1% | +4.9% | -11.0% | -7.0% |
| 6M | -4.9% | +6.1% | -11.0% | -6.4% |
| YTD | +8.1% | +63.4% | -55.4% | +1.1% |
| 1Y | +12.1% | +72.5% | -60.4% | +4.2% |
| 3Y | +63.9% | -16.9% | +80.8% | +60.6% |
| 5Y | +43.1% | -10.6% | +53.8% | +35.6% |
| 10Y | +139.2% | +11.3% | +127.9% | +78.8% |
| All | +160.2% | -41.1% | +201.4% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling