+146.3%
VXUS vs USFR
+28.6%
+117.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | -3.8% | +1.1% | -4.9% | -4.0% |
| 6M | -1.7% | +2.1% | -3.7% | -2.1% |
| YTD | +11.4% | +3.4% | +8.0% | +10.6% |
| 1Y | +13.3% | +4.1% | +9.2% | +12.3% |
| 3Y | +70.0% | +14.4% | +55.6% | +65.0% |
| 5Y | +48.1% | +21.4% | +26.6% | +41.9% |
| 10Y | +147.1% | +28.5% | +118.5% | +134.2% |
| All | +146.3% | +28.6% | +117.7% | +130.4% |
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