+165.8%
VXUS vs UL
+243.7%
-77.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.5% | +2.6% | -2.1% | -0.7% |
| 30D | -2.5% | +6.8% | -9.3% | -5.6% |
| 3M | -4.6% | +5.7% | -10.4% | -7.3% |
| 6M | -2.6% | +15.9% | -18.5% | -10.0% |
| YTD | +10.4% | +4.3% | +6.1% | +6.7% |
| 1Y | +12.9% | -0.4% | +13.3% | +11.2% |
| 3Y | +68.4% | +35.0% | +33.4% | +40.7% |
| 5Y | +47.7% | +31.6% | +16.1% | +22.1% |
| 10Y | +142.2% | +104.6% | +37.6% | +43.1% |
| All | +165.8% | +243.7% | -77.9% | -3.3% |
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