+146.2%
VXUS vs Z
-16.5%
+162.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | -1.1% | +5.2% | -6.3% | -2.1% |
| 3M | -5.6% | -17.0% | +11.4% | -3.8% |
| 6M | -2.3% | -22.7% | +20.4% | +0.2% |
| YTD | +10.4% | -56.3% | +66.7% | +21.6% |
| 1Y | +13.1% | -57.7% | +70.7% | +24.9% |
| 3Y | +68.0% | -16.5% | +84.6% | +64.3% |
| 5Y | +45.8% | -53.4% | +99.2% | +48.9% |
| All | +146.2% | -16.5% | +162.7% | +111.2% |
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