+599.5%
XYZ vs VXUS
+135.4%
+464.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.4% |
| 7D | +12.1% | -1.8% | +13.9% | +16.2% |
| 30D | +12.4% | -4.6% | +16.9% | +22.5% |
| 3M | +8.2% | -6.1% | +14.3% | +21.3% |
| 6M | +20.7% | -4.9% | +25.6% | +31.1% |
| YTD | +31.3% | +8.1% | +23.3% | +11.3% |
| 1Y | +20.5% | +12.1% | +8.4% | -4.7% |
| 3Y | +72.6% | +63.9% | +8.8% | -33.7% |
| 5Y | -64.0% | +43.1% | -107.1% | -80.2% |
| All | +599.5% | +135.4% | +464.1% | +100.7% |
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