+142.3%
VXUS vs VFC
-44.8%
+187.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.4% |
| 7D | +0.8% | +7.7% | -6.9% | -0.6% |
| 30D | -1.9% | +39.2% | -41.1% | -7.7% |
| 3M | -4.4% | +40.3% | -44.7% | -10.3% |
| 6M | -2.0% | +11.4% | -13.3% | -4.8% |
| YTD | +11.1% | +17.5% | -6.4% | +6.4% |
| 1Y | +15.1% | +45.9% | -30.8% | +5.5% |
| 3Y | +70.4% | +47.3% | +23.1% | +41.5% |
| 5Y | +47.2% | -67.2% | +114.4% | +81.0% |
| 10Y | +142.3% | -46.1% | +188.4% | +162.3% |
| All | +142.3% | -44.8% | +187.1% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling