+2.4%
CARR vs VXUS
+73.0%
-70.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.1% |
| 7D | +0.6% | +0.3% | +0.4% | +0.4% |
| 30D | -8.7% | +0.7% | -9.3% | -9.3% |
| 3M | -18.4% | +4.8% | -23.1% | -22.5% |
| 6M | -0.6% | +11.3% | -11.9% | -11.8% |
| YTD | +10.9% | +16.5% | -5.6% | -6.8% |
| 1Y | -7.3% | +24.3% | -31.6% | -27.8% |
| All | +2.4% | +73.0% | -70.5% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling