+421.5%
CARR vs VXUS
+183.5%
+238.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +0.4% |
| 7D | -3.8% | -1.4% | -2.3% | -2.3% |
| 30D | -8.9% | -0.5% | -8.5% | -8.5% |
| 3M | -17.3% | +2.6% | -19.9% | -19.4% |
| 6M | -1.4% | +10.9% | -12.3% | -11.2% |
| YTD | +10.0% | +16.1% | -6.2% | -5.7% |
| 1Y | -6.4% | +22.3% | -28.6% | -23.9% |
| 3Y | +1.5% | +72.0% | -70.5% | -41.3% |
| 5Y | +9.3% | +54.1% | -44.8% | -30.4% |
| All | +421.5% | +183.5% | +238.0% | +112.1% |
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 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