+584.7%
XLV vs VXUS
+176.5%
+408.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.1% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -1.1% | +0.7% | -1.8% | -1.5% |
| 3M | +8.2% | +4.8% | +3.5% | +4.7% |
| 6M | +8.9% | +11.3% | -2.4% | +0.8% |
| YTD | +8.5% | +16.5% | -8.0% | -2.6% |
| 1Y | +22.3% | +24.3% | -2.0% | +5.2% |
| 3Y | +32.6% | +74.5% | -41.9% | -9.2% |
| 5Y | +34.4% | +54.3% | -20.0% | -1.2% |
| 10Y | +175.4% | +150.1% | +25.3% | +44.9% |
| All | +584.7% | +176.5% | +408.2% | +229.9% |
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 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