+60.5%
VZ vs VXUS
+148.5%
-88.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +7.9% | +2.2% | +5.7% | +7.1% |
| 3M | +13.6% | +3.0% | +10.7% | +12.3% |
| 6M | +1.1% | +10.7% | -9.6% | -2.7% |
| YTD | +29.3% | +17.8% | +11.4% | +21.3% |
| 1Y | +21.2% | +27.6% | -6.3% | +10.4% |
| 3Y | +75.9% | +73.3% | +2.6% | +41.5% |
| 5Y | +24.1% | +54.3% | -30.2% | +3.7% |
| All | +60.5% | +148.5% | -88.0% | +6.7% |
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