+165.8%
VXUS vs VMC
+651.4%
-485.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | -2.5% | +17.7% | -20.2% | -7.2% |
| 3M | -4.6% | +1.1% | -5.7% | -5.2% |
| 6M | -2.6% | +1.8% | -4.5% | -3.8% |
| YTD | +10.4% | +1.5% | +8.9% | +8.7% |
| 1Y | +12.9% | -1.1% | +14.0% | +12.0% |
| 3Y | +68.4% | +38.8% | +29.6% | +48.9% |
| 5Y | +47.7% | +49.6% | -1.9% | +25.9% |
| 10Y | +142.2% | +130.6% | +11.6% | +71.5% |
| All | +165.8% | +651.4% | -485.6% | +17.9% |
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