+180.6%
VXUS vs VRSK
+447.7%
-267.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | +0.3% | -5.4% | +5.7% | +2.0% |
| 30D | +0.7% | -1.8% | +2.4% | +1.0% |
| 3M | +4.8% | -2.2% | +7.0% | +4.4% |
| 6M | +11.3% | -14.9% | +26.2% | +15.5% |
| YTD | +16.5% | -20.0% | +36.5% | +22.9% |
| 1Y | +24.3% | -33.1% | +57.4% | +39.4% |
| 3Y | +74.5% | -25.6% | +100.1% | +84.0% |
| 5Y | +54.3% | -10.1% | +64.5% | +47.5% |
| 10Y | +150.1% | +128.4% | +21.7% | +57.3% |
| All | +180.6% | +447.7% | -267.1% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling