+142.2%
VXUS vs CAG
-38.9%
+181.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.5% | +6.6% | -6.1% | -0.2% |
| 30D | -2.5% | +13.9% | -16.5% | -4.0% |
| 3M | -4.6% | +4.0% | -8.7% | -5.2% |
| 6M | -2.6% | +10.0% | -12.6% | -4.0% |
| YTD | +10.4% | -6.1% | +16.5% | +10.7% |
| 1Y | +12.9% | -4.3% | +17.2% | +12.8% |
| 3Y | +68.4% | -34.6% | +102.9% | +75.5% |
| 5Y | +47.7% | -39.4% | +87.1% | +54.9% |
| 10Y | +142.2% | -34.2% | +176.4% | +147.9% |
| All | +142.2% | -38.9% | +181.1% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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