+250.2%
XLI vs VXUS
+148.6%
+101.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | -2.3% | -1.9% | -0.4% | -0.5% |
| 30D | -8.2% | -0.7% | -7.4% | -7.6% |
| 3M | +0.8% | +4.9% | -4.2% | -3.8% |
| 6M | +0.8% | +9.7% | -8.8% | -8.0% |
| YTD | +10.5% | +15.0% | -4.5% | -3.8% |
| 1Y | +14.1% | +22.4% | -8.3% | -6.5% |
| 3Y | +68.6% | +72.2% | -3.6% | -1.4% |
| 5Y | +80.4% | +52.6% | +27.8% | +18.4% |
| All | +250.2% | +148.6% | +101.5% | +49.9% |
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