+146.4%
VXUS vs VFC
-69.1%
+215.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +1.0% | -11.9% | +12.9% | +3.3% |
| 3M | +5.7% | -20.2% | +25.8% | +9.3% |
| 6M | +13.6% | -23.0% | +36.6% | +17.9% |
| YTD | +17.4% | -26.2% | +43.6% | +22.5% |
| 1Y | +25.1% | -13.3% | +38.4% | +25.7% |
| 3Y | +75.8% | -25.5% | +101.3% | +66.2% |
| 5Y | +55.4% | -78.1% | +133.5% | +104.0% |
| 10Y | +146.4% | -68.8% | +215.2% | +192.6% |
| All | +146.4% | -69.1% | +215.5% | +192.6% |
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