+278.8%
XLB vs VXUS
+156.4%
+122.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | -1.5% | -1.8% | +0.3% | +0.2% |
| 30D | +6.1% | -4.6% | +10.6% | +10.8% |
| 3M | 0.0% | -6.1% | +6.1% | +6.0% |
| 6M | 0.0% | -4.9% | +4.8% | +4.2% |
| YTD | +16.0% | +8.1% | +8.0% | +6.5% |
| 1Y | +24.7% | +12.1% | +12.6% | +10.5% |
| 3Y | +40.4% | +63.9% | -23.5% | -14.3% |
| 5Y | +30.7% | +43.1% | -12.5% | -9.0% |
| 10Y | +173.3% | +139.2% | +34.0% | +17.6% |
| All | +278.8% | +156.4% | +122.4% | +48.1% |
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