-1.8%
CARR vs VXUS
+16.4%
-18.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -1.5% |
| 7D | -0.7% | +0.2% | -0.8% | -0.8% |
| 30D | +0.3% | -2.3% | +2.6% | +2.7% |
| 3M | -14.9% | -2.8% | -12.1% | -12.4% |
| 6M | -14.9% | +2.6% | -17.5% | -17.4% |
| YTD | +7.0% | +12.0% | -5.0% | -7.7% |
| 1Y | -1.8% | +16.5% | -18.3% | -20.1% |
| All | -1.8% | +16.4% | -18.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling