+629.8%
XLY vs VXUS
+176.5%
+453.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | -6.0% | +0.7% | -6.7% | -6.6% |
| 3M | -2.7% | +4.8% | -7.5% | -6.9% |
| 6M | -1.5% | +11.3% | -12.8% | -10.8% |
| YTD | -5.4% | +16.5% | -22.0% | -18.0% |
| 1Y | -3.8% | +24.3% | -28.1% | -21.2% |
| 3Y | +36.6% | +74.5% | -37.9% | -16.9% |
| 5Y | +27.4% | +54.3% | -27.0% | -13.3% |
| 10Y | +218.2% | +150.1% | +68.1% | +48.7% |
| All | +629.8% | +176.5% | +453.4% | +210.3% |
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