+145.6%
VXUS vs USFR
+28.5%
+117.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -1.9% | +0.4% | -2.2% | -2.0% |
| 3M | -4.4% | +1.1% | -5.5% | -4.6% |
| 6M | -2.0% | +2.0% | -4.0% | -2.4% |
| YTD | +11.1% | +3.4% | +7.7% | +10.3% |
| 1Y | +15.1% | +4.1% | +11.0% | +14.0% |
| 3Y | +70.4% | +14.3% | +56.1% | +65.4% |
| 5Y | +47.2% | +21.3% | +25.9% | +41.0% |
| 10Y | +142.3% | +28.5% | +113.8% | +129.7% |
| All | +145.6% | +28.5% | +117.1% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling