+183.8%
VXUS vs SM
-28.3%
+212.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +2.2% | +26.3% | -24.1% | -0.2% |
| 3M | +3.0% | +8.7% | -5.7% | +1.7% |
| 6M | +10.7% | +51.7% | -41.0% | +5.1% |
| YTD | +17.8% | +99.0% | -81.2% | +8.7% |
| 1Y | +27.6% | +34.6% | -7.0% | +22.0% |
| 3Y | +73.3% | -7.8% | +81.1% | +68.7% |
| 5Y | +54.3% | +104.8% | -50.4% | +35.1% |
| 10Y | +149.8% | +7.2% | +142.6% | +89.6% |
| All | +183.8% | -28.3% | +212.1% | +111.2% |
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