+142.3%
VXUS vs VT
+223.7%
-81.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | -1.9% | -2.6% | +0.7% | +0.6% |
| 3M | -4.4% | -3.2% | -1.2% | -1.4% |
| 6M | -2.0% | +0.9% | -2.9% | -2.7% |
| YTD | +11.1% | +11.3% | -0.2% | +1.0% |
| 1Y | +15.1% | +14.0% | +1.1% | +2.3% |
| 3Y | +70.4% | +75.8% | -5.4% | +1.2% |
| 5Y | +47.2% | +57.8% | -10.7% | -3.7% |
| 10Y | +142.3% | +219.8% | -77.5% | -21.6% |
| All | +142.3% | +223.7% | -81.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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