+54.3%
VXUS vs CBOE
+146.7%
-92.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +0.7% | +2.7% | -2.0% | +0.5% |
| 3M | +4.8% | +0.7% | +4.0% | +4.6% |
| 6M | +11.3% | -2.0% | +13.3% | +11.2% |
| YTD | +16.5% | +17.1% | -0.6% | +13.9% |
| 1Y | +24.3% | +26.5% | -2.2% | +20.3% |
| 3Y | +74.5% | +96.1% | -21.6% | +53.2% |
| 5Y | +54.3% | +149.3% | -95.0% | +24.5% |
| All | +54.3% | +146.7% | -92.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling