+221.9%
CVX vs VXUS
+146.7%
+75.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.6% |
| 7D | +1.0% | +0.3% | +0.7% | +0.7% |
| 30D | +10.7% | +0.7% | +10.0% | +9.8% |
| 3M | +15.5% | +4.8% | +10.7% | +9.5% |
| 6M | +14.9% | +11.3% | +3.6% | +0.7% |
| YTD | +44.2% | +16.5% | +27.7% | +20.0% |
| 1Y | +43.5% | +24.3% | +19.2% | +11.4% |
| 3Y | +45.0% | +74.5% | -29.5% | -23.5% |
| 5Y | +172.2% | +54.3% | +117.8% | +63.6% |
| 10Y | +221.9% | +150.1% | +71.8% | +12.8% |
| All | +221.9% | +146.7% | +75.2% | +12.8% |
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