+165.8%
VXUS vs CAPR
-96.9%
+262.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | +0.5% | +7.6% | -7.1% | +0.4% |
| 30D | -2.5% | +13.3% | -15.8% | -2.7% |
| 3M | -4.6% | +130.4% | -135.0% | -5.7% |
| 6M | -2.6% | -70.8% | +68.2% | -2.2% |
| YTD | +10.4% | -69.3% | +79.6% | +10.7% |
| 1Y | +12.9% | +59.5% | -46.7% | +8.7% |
| 3Y | +68.4% | +216.8% | -148.4% | +58.0% |
| 5Y | +47.7% | +152.7% | -105.0% | +37.9% |
| 10Y | +142.2% | -68.2% | +210.4% | +119.1% |
| All | +165.8% | -96.9% | +262.8% | +143.0% |
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