+64.4%
XLF vs VXUS
+54.3%
+10.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -1.3% | +0.7% | -2.0% | -1.8% |
| 3M | +9.1% | +4.8% | +4.4% | +5.0% |
| 6M | +14.4% | +11.3% | +3.0% | +4.1% |
| YTD | +5.1% | +16.5% | -11.4% | -8.3% |
| 1Y | +8.6% | +24.3% | -15.6% | -10.3% |
| 3Y | +74.4% | +74.5% | -0.1% | +5.4% |
| 5Y | +64.4% | +54.3% | +10.0% | +12.6% |
| All | +64.4% | +54.3% | +10.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling