+146.3%
VXUS vs VMC
+126.5%
+19.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | -2.2% | +15.3% | -17.5% | -6.2% |
| 3M | -5.4% | +0.3% | -5.7% | -5.7% |
| 6M | -1.2% | +0.9% | -2.1% | -2.1% |
| YTD | +10.4% | -1.0% | +11.4% | +9.6% |
| 1Y | +11.8% | -4.3% | +16.2% | +12.0% |
| 3Y | +68.4% | +35.3% | +33.1% | +50.6% |
| 5Y | +45.9% | +44.4% | +1.5% | +26.0% |
| All | +146.3% | +126.5% | +19.8% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling