+167.6%
VXUS vs VMC
+655.6%
-487.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +2.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -1.9% | +18.3% | -20.2% | -6.8% |
| 3M | -4.4% | +1.9% | -6.3% | -5.2% |
| 6M | -2.0% | +2.4% | -4.4% | -3.3% |
| YTD | +11.1% | +2.1% | +9.1% | +9.3% |
| 1Y | +15.1% | +1.5% | +13.6% | +13.3% |
| 3Y | +70.4% | +41.5% | +29.0% | +49.9% |
| 5Y | +47.2% | +46.4% | +0.8% | +26.3% |
| 10Y | +142.3% | +139.8% | +2.5% | +69.4% |
| All | +167.6% | +655.6% | -487.9% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling