+183.8%
VXUS vs UL
+232.0%
-48.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | -1.3% | +2.4% | +1.6% |
| 30D | +2.2% | +0.5% | +1.7% | +1.9% |
| 3M | +3.0% | +17.6% | -14.6% | -5.2% |
| 6M | +10.7% | -5.4% | +16.0% | +12.5% |
| YTD | +17.8% | +0.7% | +17.1% | +16.1% |
| 1Y | +27.6% | -9.3% | +36.8% | +31.5% |
| 3Y | +73.3% | +24.5% | +48.8% | +50.9% |
| 5Y | +54.3% | +23.2% | +31.1% | +32.1% |
| 10Y | +149.8% | +64.5% | +85.3% | +71.3% |
| All | +183.8% | +232.0% | -48.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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