+145.4%
VXUS vs Z
+25.1%
+120.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.0% | -3.0% | +4.0% | +1.4% |
| 30D | +2.2% | -4.2% | +6.4% | +2.6% |
| 3M | +3.0% | -3.7% | +6.7% | +3.0% |
| 6M | +10.7% | -24.5% | +35.2% | +14.2% |
| YTD | +17.8% | -49.3% | +67.1% | +28.0% |
| 1Y | +27.6% | -58.7% | +86.3% | +42.1% |
| 3Y | +73.3% | -34.1% | +107.4% | +76.1% |
| 5Y | +54.3% | -64.5% | +118.9% | +62.8% |
| 10Y | +149.8% | -0.5% | +150.3% | +105.6% |
| All | +145.4% | +25.1% | +120.3% | +90.8% |
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