+183.8%
VXUS vs CAPR
-96.8%
+280.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | +2.2% | +139.2% | -137.0% | +1.1% |
| 3M | +3.0% | -66.4% | +69.3% | +3.4% |
| 6M | +10.7% | -63.1% | +73.8% | +10.9% |
| YTD | +17.8% | -67.4% | +85.3% | +18.2% |
| 1Y | +27.6% | +58.2% | -30.7% | +22.9% |
| 3Y | +73.3% | +42.2% | +31.1% | +64.3% |
| 5Y | +54.3% | +87.3% | -32.9% | +44.8% |
| 10Y | +149.8% | -75.3% | +225.1% | +126.5% |
| All | +183.8% | -96.8% | +280.6% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling