+183.8%
VXUS vs VT
+363.7%
-179.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | +2.2% | +1.0% | +1.2% | +1.2% |
| 3M | +3.0% | +2.4% | +0.6% | +0.7% |
| 6M | +10.7% | +12.0% | -1.3% | -0.7% |
| YTD | +17.8% | +15.3% | +2.5% | +2.8% |
| 1Y | +27.6% | +22.6% | +5.0% | +4.8% |
| 3Y | +73.3% | +74.7% | -1.4% | 0.0% |
| 5Y | +54.3% | +66.1% | -11.8% | -6.8% |
| 10Y | +149.8% | +225.0% | -75.2% | -25.1% |
| All | +183.8% | +363.7% | -179.9% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling