+16.5%
VXUS vs VFC
+52.5%
-35.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.5% | +1.4% |
| 7D | +0.2% | +21.5% | -21.3% | -2.6% |
| 30D | -2.3% | +46.7% | -49.0% | -7.7% |
| 3M | -2.8% | +38.4% | -41.2% | -7.5% |
| 6M | +2.6% | +15.2% | -12.6% | -0.1% |
| YTD | +12.0% | +17.8% | -5.8% | +8.0% |
| 1Y | +16.5% | +55.6% | -39.0% | +8.7% |
| All | +16.5% | +52.5% | -35.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling