+584.9%
XYZ vs VXUS
+146.4%
+438.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | -1.1% | +2.1% | -3.2% | -4.7% |
| 30D | +11.5% | -1.1% | +12.6% | +14.1% |
| 3M | +1.8% | -5.6% | +7.4% | +13.2% |
| 6M | +21.2% | -2.3% | +23.5% | +25.4% |
| YTD | +29.9% | +10.4% | +19.6% | +6.0% |
| 1Y | +35.8% | +13.1% | +22.7% | +5.8% |
| 3Y | +62.6% | +68.0% | -5.4% | -40.4% |
| 5Y | -62.8% | +45.8% | -108.6% | -80.3% |
| All | +584.9% | +146.4% | +438.5% | +79.0% |
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