+150.1%
VXUS vs CAG
-35.6%
+185.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.3% | -6.6% | +6.9% | +1.0% |
| 30D | +0.7% | +2.3% | -1.6% | +0.4% |
| 3M | +4.8% | +16.3% | -11.6% | +2.7% |
| 6M | +11.3% | -16.0% | +27.4% | +13.5% |
| YTD | +16.5% | -7.7% | +24.2% | +17.2% |
| 1Y | +24.3% | -16.0% | +40.3% | +26.4% |
| 3Y | +74.5% | -37.7% | +112.2% | +83.2% |
| 5Y | +54.3% | -41.2% | +95.6% | +62.6% |
| 10Y | +150.1% | -33.8% | +183.9% | +155.8% |
| All | +150.1% | -35.6% | +185.7% | +155.8% |
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