+131.4%
VXUS vs Z
+10.9%
+120.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -0.9% | +2.3% |
| 7D | +0.8% | -5.2% | +5.9% | +1.4% |
| 30D | -1.9% | +5.7% | -7.6% | -2.9% |
| 3M | -4.4% | -8.7% | +4.3% | -3.8% |
| 6M | -2.0% | -26.0% | +24.0% | +1.2% |
| YTD | +11.1% | -55.0% | +66.2% | +22.1% |
| 1Y | +15.1% | -58.0% | +73.0% | +27.5% |
| 3Y | +70.4% | -15.2% | +85.6% | +66.3% |
| 5Y | +47.2% | -53.8% | +101.0% | +50.6% |
| 10Y | +142.3% | -14.5% | +156.8% | +102.9% |
| All | +131.4% | +10.9% | +120.5% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling