+183.8%
VXUS vs VO
+437.8%
-254.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | +2.2% | -0.3% | +2.5% | +2.5% |
| 3M | +3.0% | +2.9% | 0.0% | +0.6% |
| 6M | +10.7% | +9.3% | +1.3% | +3.0% |
| YTD | +17.8% | +14.2% | +3.7% | +5.9% |
| 1Y | +27.6% | +15.3% | +12.3% | +13.7% |
| 3Y | +73.3% | +56.2% | +17.1% | +19.2% |
| 5Y | +54.3% | +42.4% | +11.9% | +13.1% |
| 10Y | +149.8% | +194.7% | -44.9% | -6.3% |
| All | +183.8% | +437.8% | -254.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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