+183.8%
VXUS vs VMC
+585.6%
-401.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.0% | -4.3% | +5.3% | +2.3% |
| 30D | +2.2% | -8.2% | +10.4% | +4.7% |
| 3M | +3.0% | -7.0% | +10.0% | +4.8% |
| 6M | +10.7% | -10.8% | +21.4% | +13.8% |
| YTD | +17.8% | -7.4% | +25.2% | +19.5% |
| 1Y | +27.6% | -9.5% | +37.1% | +30.0% |
| 3Y | +73.3% | +20.5% | +52.8% | +59.9% |
| 5Y | +54.3% | +51.6% | +2.8% | +31.1% |
| 10Y | +149.8% | +150.0% | -0.2% | +71.6% |
| All | +183.8% | +585.6% | -401.8% | +29.6% |
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