+98.0%
VXUS vs TENB
-3.6%
+101.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.6% |
| 7D | -1.9% | -7.1% | +5.2% | -0.9% |
| 30D | -0.7% | -15.4% | +14.6% | +1.4% |
| 3M | +4.9% | +19.5% | -14.6% | +1.0% |
| 6M | +9.7% | +54.8% | -45.2% | +0.6% |
| YTD | +15.0% | +36.1% | -21.1% | +7.2% |
| 1Y | +22.4% | +7.0% | +15.5% | +18.7% |
| 3Y | +72.2% | -27.6% | +99.8% | +74.8% |
| 5Y | +52.6% | -30.5% | +83.1% | +49.4% |
| All | +98.0% | -3.6% | +101.6% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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