+24.3%
XLP vs VXUS
+16.4%
+7.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +13.5% | -2.3% | +15.7% | +13.4% |
| 3M | +8.4% | -2.8% | +11.2% | +8.3% |
| 6M | +11.5% | +2.6% | +8.9% | +10.5% |
| YTD | +20.6% | +12.0% | +8.6% | +18.1% |
| 1Y | +24.3% | +16.5% | +7.8% | +20.7% |
| All | +24.3% | +16.4% | +7.9% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling