+146.4%
VXUS vs Z
-7.0%
+153.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | +0.5% |
| 7D | +1.6% | -3.3% | +4.8% | +2.0% |
| 30D | +1.0% | -3.7% | +4.7% | +1.3% |
| 3M | +5.7% | -7.0% | +12.6% | +6.1% |
| 6M | +13.6% | -29.5% | +43.1% | +18.3% |
| YTD | +17.4% | -52.6% | +70.0% | +28.6% |
| 1Y | +25.1% | -64.0% | +89.1% | +41.9% |
| 3Y | +75.8% | -36.4% | +112.3% | +79.4% |
| 5Y | +55.4% | -65.8% | +121.1% | +64.4% |
| 10Y | +146.4% | -5.8% | +152.2% | +107.3% |
| All | +146.4% | -7.0% | +153.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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