+147.3%
VXUS vs CF
+569.3%
-422.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | +1.0% | +6.0% | -5.0% | +0.1% |
| 30D | +2.2% | +14.8% | -12.6% | -0.1% |
| 3M | +3.0% | +14.1% | -11.1% | +0.5% |
| 6M | +10.7% | +28.5% | -17.9% | +4.2% |
| YTD | +17.8% | +74.9% | -57.1% | +4.6% |
| 1Y | +27.6% | +61.7% | -34.1% | +14.6% |
| 3Y | +73.3% | +80.3% | -7.0% | +49.6% |
| 5Y | +54.3% | +226.0% | -171.6% | +10.9% |
| All | +147.3% | +569.3% | -422.1% | +52.0% |
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