+65.5%
VZ vs VXUS
+144.6%
-79.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | +2.2% | +0.8% | +1.5% | +2.0% |
| 30D | +10.6% | -1.9% | +12.5% | +11.1% |
| 3M | -0.6% | -4.4% | +3.8% | +0.6% |
| 6M | +0.7% | -2.0% | +2.7% | +0.8% |
| YTD | +20.6% | +11.1% | +9.5% | +15.1% |
| 1Y | +22.7% | +15.1% | +7.7% | +15.6% |
| 3Y | +57.2% | +70.4% | -13.2% | +26.7% |
| 5Y | +21.4% | +47.2% | -25.8% | +2.8% |
| 10Y | +65.5% | +142.3% | -76.8% | +11.6% |
| All | +65.5% | +144.6% | -79.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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