+183.8%
VXUS vs VFC
+3.6%
+180.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +2.2% | -11.6% | +13.8% | +4.8% |
| 3M | +3.0% | -18.1% | +21.1% | +6.6% |
| 6M | +10.7% | -27.4% | +38.0% | +17.0% |
| YTD | +17.8% | -24.8% | +42.7% | +23.3% |
| 1Y | +27.6% | -8.2% | +35.8% | +26.6% |
| 3Y | +73.3% | -29.1% | +102.4% | +64.1% |
| 5Y | +54.3% | -79.2% | +133.5% | +109.8% |
| 10Y | +149.8% | -68.1% | +217.9% | +167.4% |
| All | +183.8% | +3.6% | +180.2% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling