+436.5%
CARR vs VXUS
+186.6%
+249.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.2% | +1.6% | +1.7% | +1.6% |
| 30D | -7.7% | +1.0% | -8.7% | -8.6% |
| 3M | -11.9% | +5.7% | -17.6% | -16.7% |
| 6M | +2.0% | +13.6% | -11.5% | -10.4% |
| YTD | +13.2% | +17.4% | -4.3% | -4.1% |
| 1Y | -8.5% | +25.1% | -33.6% | -27.4% |
| 3Y | +5.0% | +75.8% | -70.9% | -40.7% |
| 5Y | +12.0% | +55.4% | -43.4% | -29.3% |
| All | +436.5% | +186.6% | +249.9% | +115.7% |
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