+146.3%
VXUS vs USFR
+28.5%
+117.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -2.2% | +0.4% | -2.6% | -2.4% |
| 3M | -5.4% | +1.0% | -6.4% | -5.8% |
| 6M | -1.2% | +2.0% | -3.3% | -2.1% |
| YTD | +10.4% | +3.4% | +6.9% | +8.7% |
| 1Y | +11.8% | +4.1% | +7.8% | +9.8% |
| 3Y | +68.4% | +14.4% | +54.0% | +58.5% |
| 5Y | +45.9% | +21.4% | +24.5% | +33.4% |
| All | +146.3% | +28.5% | +117.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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