+183.8%
VXUS vs VIG
+511.6%
-327.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +1.0% | -0.4% | +1.4% | +1.4% |
| 30D | +2.2% | -1.0% | +3.2% | +3.1% |
| 3M | +3.0% | +2.8% | +0.2% | +0.3% |
| 6M | +10.7% | +8.2% | +2.5% | +2.8% |
| YTD | +17.8% | +11.0% | +6.8% | +6.9% |
| 1Y | +27.6% | +16.1% | +11.4% | +10.8% |
| 3Y | +73.3% | +56.2% | +17.1% | +12.7% |
| 5Y | +54.3% | +63.0% | -8.7% | -4.3% |
| 10Y | +149.8% | +241.4% | -91.6% | -31.0% |
| All | +183.8% | +511.6% | -327.8% | -62.7% |
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