+167.7%
XLB vs VXUS
+144.6%
+23.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | -0.9% |
| 7D | -1.4% | +0.8% | -2.1% | -2.1% |
| 30D | +7.1% | -1.9% | +9.0% | +9.0% |
| 3M | +0.6% | -4.4% | +5.0% | +4.9% |
| 6M | +3.5% | -2.0% | +5.4% | +4.8% |
| YTD | +18.2% | +11.1% | +7.1% | +5.1% |
| 1Y | +25.6% | +15.1% | +10.5% | +7.7% |
| 3Y | +46.7% | +70.4% | -23.8% | -16.5% |
| 5Y | +30.9% | +47.2% | -16.3% | -13.2% |
| 10Y | +167.7% | +142.3% | +25.5% | +12.6% |
| All | +167.7% | +144.6% | +23.2% | +12.6% |
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