+164.5%
XLB vs VXUS
+146.7%
+17.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.2% |
| 30D | -3.4% | +0.7% | -4.0% | -4.0% |
| 3M | +1.6% | +4.8% | -3.2% | -3.3% |
| 6M | +3.6% | +11.3% | -7.7% | -7.6% |
| YTD | +14.2% | +16.5% | -2.3% | -2.9% |
| 1Y | +15.6% | +24.3% | -8.7% | -8.0% |
| 3Y | +33.1% | +74.5% | -41.4% | -25.5% |
| 5Y | +35.0% | +54.3% | -19.3% | -14.3% |
| 10Y | +164.5% | +150.1% | +14.4% | +7.5% |
| All | +164.5% | +146.7% | +17.9% | +7.5% |
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