+533.2%
XYZ vs VXUS
+158.6%
+374.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.6% |
| 7D | -1.0% | +1.0% | -2.0% | -2.6% |
| 30D | -1.7% | +2.2% | -3.9% | -5.2% |
| 3M | +16.7% | +3.0% | +13.8% | +10.4% |
| 6M | +26.9% | +10.7% | +16.2% | +5.2% |
| YTD | +27.1% | +17.8% | +9.3% | -5.7% |
| 1Y | +9.3% | +27.6% | -18.3% | -29.4% |
| 3Y | +42.3% | +73.3% | -31.0% | -45.7% |
| 5Y | -69.3% | +54.3% | -123.6% | -84.4% |
| 10Y | +586.8% | +149.8% | +437.0% | +102.3% |
| All | +533.2% | +158.6% | +374.6% | +72.6% |
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