+168.3%
VXUS vs VIG
+538.9%
-370.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | -1.2% | +4.9% | -6.1% | -5.6% |
| 3M | -3.8% | +2.9% | -6.8% | -6.5% |
| 6M | -1.7% | +11.2% | -12.9% | -11.2% |
| YTD | +11.4% | +16.0% | -4.6% | -3.1% |
| 1Y | +13.3% | +17.0% | -3.6% | -2.2% |
| 3Y | +70.0% | +66.9% | +3.1% | +3.8% |
| 5Y | +48.1% | +65.8% | -17.7% | -9.6% |
| 10Y | +147.1% | +263.6% | -116.6% | -36.0% |
| All | +168.3% | +538.9% | -370.6% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling