+47.2%
VXUS vs VFC
-67.1%
+114.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.5% |
| 7D | +0.8% | +7.7% | -6.9% | -0.2% |
| 30D | -1.9% | +39.2% | -41.1% | -6.1% |
| 3M | -4.4% | +40.3% | -44.7% | -8.7% |
| 6M | -2.0% | +11.4% | -13.3% | -4.0% |
| YTD | +11.1% | +17.5% | -6.4% | +7.7% |
| 1Y | +15.1% | +45.9% | -30.8% | +8.3% |
| 3Y | +70.4% | +47.3% | +23.1% | +49.7% |
| 5Y | +47.2% | -67.2% | +114.4% | +91.2% |
| All | +47.2% | -67.1% | +114.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling