+160.5%
VXUS vs USFR
+27.5%
+132.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | +0.3% | +1.9% | +2.1% |
| 3M | +3.0% | +1.0% | +2.0% | +2.7% |
| 6M | +10.7% | +1.9% | +8.7% | +10.2% |
| YTD | +17.8% | +2.6% | +15.2% | +17.2% |
| 1Y | +27.6% | +4.0% | +23.6% | +26.4% |
| 3Y | +73.3% | +14.1% | +59.2% | +68.3% |
| 5Y | +54.3% | +20.4% | +33.9% | +48.1% |
| 10Y | +149.8% | +28.0% | +121.8% | +137.1% |
| All | +160.5% | +27.5% | +132.9% | +144.1% |
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