+160.2%
VXUS vs CAG
+51.0%
+109.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -1.8% | +5.8% | -7.6% | -2.7% |
| 30D | -4.6% | +16.4% | -20.9% | -7.2% |
| 3M | -6.1% | +3.8% | -9.9% | -7.0% |
| 6M | -4.9% | +10.8% | -15.7% | -7.2% |
| YTD | +8.1% | -5.8% | +13.9% | +8.2% |
| 1Y | +12.1% | -2.4% | +14.5% | +11.4% |
| 3Y | +63.9% | -33.4% | +97.3% | +73.4% |
| 5Y | +43.1% | -39.4% | +82.6% | +53.1% |
| 10Y | +139.2% | -37.5% | +176.7% | +144.1% |
| All | +160.2% | +51.0% | +109.2% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling