+146.2%
VXUS vs CAG
-37.3%
+183.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | +2.1% | -3.3% | +5.5% | +2.5% |
| 30D | -1.1% | +7.7% | -8.8% | -2.0% |
| 3M | -5.6% | -3.2% | -2.4% | -5.5% |
| 6M | -2.3% | +7.0% | -9.2% | -3.4% |
| YTD | +10.4% | -9.0% | +19.3% | +11.0% |
| 1Y | +13.1% | -9.6% | +22.7% | +13.8% |
| 3Y | +68.0% | -36.0% | +104.0% | +75.5% |
| 5Y | +45.8% | -40.9% | +86.7% | +53.4% |
| All | +146.2% | -37.3% | +183.5% | +151.7% |
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