+134.8%
VXUS vs CAPR
-68.5%
+203.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | +0.1% |
| 7D | -1.8% | +41.1% | -42.8% | -2.2% |
| 30D | -4.6% | +11.1% | -15.7% | -4.7% |
| 3M | -6.1% | +115.3% | -121.4% | -7.2% |
| 6M | -4.9% | -73.8% | +68.9% | -4.3% |
| YTD | +8.1% | -68.8% | +76.9% | +8.4% |
| 1Y | +12.1% | +43.3% | -31.2% | +7.6% |
| 3Y | +63.9% | +214.7% | -150.8% | +51.7% |
| 5Y | +43.1% | +141.3% | -98.2% | +31.7% |
| All | +134.8% | -68.5% | +203.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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