+247.0%
C vs VXUS
+156.4%
+90.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -0.1% |
| 30D | -6.0% | -4.6% | -1.4% | 0.0% |
| 3M | -10.5% | -6.1% | -4.5% | -3.0% |
| 6M | -5.7% | -4.9% | -0.8% | 0.0% |
| YTD | +4.1% | +8.1% | -3.9% | -7.4% |
| 1Y | +20.5% | +12.1% | +8.4% | +2.1% |
| 3Y | +208.1% | +63.9% | +144.2% | +55.8% |
| 5Y | +110.4% | +43.1% | +67.3% | +27.7% |
| 10Y | +234.6% | +139.2% | +95.4% | +5.4% |
| All | +247.0% | +156.4% | +90.6% | -5.7% |
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 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