+280.6%
XLB vs VXUS
+179.6%
+101.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.8% |
| 7D | -1.4% | +1.0% | -2.4% | -2.3% |
| 30D | -0.4% | +2.2% | -2.6% | -2.5% |
| 3M | +2.0% | +3.0% | -1.0% | -1.2% |
| 6M | +1.8% | +10.7% | -8.8% | -8.3% |
| YTD | +16.6% | +17.8% | -1.3% | -1.3% |
| 1Y | +16.9% | +27.6% | -10.6% | -8.3% |
| 3Y | +32.6% | +73.3% | -40.8% | -23.1% |
| 5Y | +35.6% | +54.3% | -18.7% | -12.0% |
| 10Y | +160.0% | +149.8% | +10.2% | +7.3% |
| All | +280.6% | +179.6% | +101.0% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling