+134.8%
VXUS vs CF
+561.7%
-427.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -4.6% | +4.3% | -8.9% | -5.3% |
| 3M | -6.1% | +2.8% | -8.9% | -6.9% |
| 6M | -4.9% | +0.6% | -5.5% | -5.8% |
| YTD | +8.1% | +56.6% | -48.6% | -2.8% |
| 1Y | +12.1% | +49.6% | -37.5% | +1.6% |
| 3Y | +63.9% | +61.5% | +2.4% | +43.6% |
| 5Y | +43.1% | +124.0% | -80.8% | +11.3% |
| All | +134.8% | +561.7% | -427.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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