+165.8%
VXUS vs VSH
+105.8%
+60.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +0.5% | -1.6% | +2.1% | +0.4% |
| 30D | -2.5% | -21.3% | +18.8% | +2.6% |
| 3M | -4.6% | -18.9% | +14.3% | -1.2% |
| 6M | -2.6% | -21.4% | +18.8% | -2.4% |
| YTD | +10.4% | +86.8% | -76.5% | -15.4% |
| 1Y | +12.9% | +85.8% | -72.9% | -13.6% |
| 3Y | +68.4% | +30.1% | +38.3% | +35.4% |
| 5Y | +47.7% | +42.8% | +4.9% | +12.2% |
| 10Y | +142.2% | +121.2% | +21.0% | +45.5% |
| All | +165.8% | +105.8% | +60.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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