+124.6%
XLP vs VXUS
+135.4%
-10.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.6% |
| 30D | +10.3% | -4.6% | +14.8% | +12.5% |
| 3M | +6.5% | -6.1% | +12.6% | +9.5% |
| 6M | +8.4% | -4.9% | +13.3% | +10.1% |
| YTD | +18.2% | +8.1% | +10.1% | +12.2% |
| 1Y | +22.4% | +12.1% | +10.3% | +14.0% |
| 3Y | +41.9% | +63.9% | -22.0% | +6.7% |
| 5Y | +40.9% | +43.1% | -2.3% | +13.4% |
| All | +124.6% | +135.4% | -10.8% | +32.0% |
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