+483.4%
XLF vs VXUS
+179.6%
+303.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.9% |
| 30D | +0.2% | +2.2% | -2.0% | -1.9% |
| 3M | +11.7% | +3.0% | +8.7% | +8.0% |
| 6M | +13.8% | +10.7% | +3.1% | +1.9% |
| YTD | +7.0% | +17.8% | -10.8% | -10.1% |
| 1Y | +9.1% | +27.6% | -18.4% | -15.2% |
| 3Y | +75.6% | +73.3% | +2.3% | -0.2% |
| 5Y | +66.4% | +54.3% | +12.1% | +6.0% |
| 10Y | +250.3% | +149.8% | +100.5% | +40.4% |
| All | +483.4% | +179.6% | +303.8% | +100.2% |
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