+147.3%
VXUS vs VRSK
+126.1%
+21.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.4% | -5.2% | +3.7% | 0.0% |
| 30D | -0.5% | -2.3% | +1.9% | 0.0% |
| 3M | +2.6% | -2.9% | +5.5% | +2.4% |
| 6M | +10.9% | -12.8% | +23.7% | +13.8% |
| YTD | +16.1% | -20.8% | +37.0% | +22.6% |
| 1Y | +22.3% | -33.2% | +55.5% | +36.7% |
| 3Y | +72.0% | -26.6% | +98.6% | +81.4% |
| 5Y | +54.1% | -11.3% | +65.5% | +47.0% |
| All | +147.3% | +126.1% | +21.2% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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