+150.1%
VXUS vs VMC
+146.8%
+3.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | +0.3% | -5.3% | +5.6% | +1.8% |
| 30D | +0.7% | -12.3% | +12.9% | +4.3% |
| 3M | +4.8% | -10.3% | +15.0% | +7.5% |
| 6M | +11.3% | -8.6% | +19.9% | +13.5% |
| YTD | +16.5% | -11.9% | +28.4% | +19.6% |
| 1Y | +24.3% | -13.9% | +38.2% | +28.2% |
| 3Y | +74.5% | +18.2% | +56.3% | +62.5% |
| 5Y | +54.3% | +47.7% | +6.6% | +33.3% |
| 10Y | +150.1% | +152.5% | -2.4% | +82.7% |
| All | +150.1% | +146.8% | +3.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling