+380.2%
XLP vs VXUS
+156.0%
+224.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.9% |
| 7D | +3.5% | -3.4% | +6.9% | +5.1% |
| 30D | +11.6% | -5.8% | +17.4% | +14.6% |
| 3M | +7.6% | -6.4% | +14.1% | +10.8% |
| 6M | +10.0% | -2.5% | +12.5% | +10.5% |
| YTD | +19.7% | +7.9% | +11.8% | +14.0% |
| 1Y | +23.5% | +11.5% | +12.0% | +15.7% |
| 3Y | +44.0% | +63.4% | -19.5% | +10.4% |
| 5Y | +42.7% | +42.9% | -0.2% | +16.1% |
| 10Y | +131.3% | +138.9% | -7.5% | +42.3% |
| All | +380.2% | +156.0% | +224.2% | +178.6% |
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 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