+7.7%
CARR vs VXUS
+51.2%
-43.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -0.9% |
| 7D | -4.1% | -1.9% | -2.2% | -2.1% |
| 30D | -11.0% | -0.7% | -10.2% | -10.3% |
| 3M | -16.4% | +4.9% | -21.3% | -20.6% |
| 6M | -2.4% | +9.7% | -12.0% | -11.6% |
| YTD | +8.4% | +15.0% | -6.6% | -6.9% |
| 1Y | -8.0% | +22.4% | -30.4% | -26.3% |
| 3Y | +0.6% | +72.2% | -71.7% | -44.0% |
| 5Y | +7.7% | +52.6% | -44.9% | -34.7% |
| All | +7.7% | +51.2% | -43.5% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling