+150.1%
VXUS vs VIG
+241.3%
-91.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | +0.3% | -1.2% | +1.5% | +1.3% |
| 30D | +0.7% | -2.8% | +3.5% | +3.2% |
| 3M | +4.8% | +2.5% | +2.3% | +2.6% |
| 6M | +11.3% | +8.1% | +3.2% | +4.3% |
| YTD | +16.5% | +9.6% | +6.9% | +7.9% |
| 1Y | +24.3% | +14.2% | +10.1% | +11.2% |
| 3Y | +74.5% | +56.1% | +18.4% | +19.2% |
| 5Y | +54.3% | +62.8% | -8.5% | +1.2% |
| 10Y | +150.1% | +248.2% | -98.1% | -16.3% |
| All | +150.1% | +241.3% | -91.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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