+42.7%
VXUS vs Z
-55.4%
+98.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | -1.8% | -4.6% | +2.8% | -1.2% |
| 30D | -4.6% | +8.3% | -12.9% | -6.0% |
| 3M | -6.1% | -11.6% | +5.5% | -5.1% |
| 6M | -4.9% | -33.6% | +28.7% | 0.0% |
| YTD | +8.1% | -56.7% | +64.7% | +20.4% |
| 1Y | +12.1% | -59.1% | +71.2% | +25.8% |
| 3Y | +63.9% | -20.4% | +84.2% | +59.5% |
| All | +42.7% | -55.4% | +98.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling