+215.2%
XLY vs VXUS
+151.1%
+64.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -0.3% |
| 30D | -4.2% | -0.5% | -3.7% | -3.8% |
| 3M | -2.7% | +2.6% | -5.2% | -5.4% |
| 6M | -0.6% | +10.9% | -11.5% | -11.1% |
| YTD | -5.0% | +16.1% | -21.2% | -19.2% |
| 1Y | -4.1% | +22.3% | -26.4% | -22.6% |
| 3Y | +33.6% | +72.0% | -38.4% | -24.1% |
| 5Y | +28.7% | +54.1% | -25.4% | -18.0% |
| All | +215.2% | +151.1% | +64.1% | +33.9% |
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