+147.1%
VXUS vs CF
+485.9%
-338.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.5% | +10.4% | -10.9% | -2.0% |
| 30D | -1.2% | +7.6% | -8.7% | -2.4% |
| 3M | -3.8% | +5.2% | -9.0% | -4.9% |
| 6M | -1.7% | -0.1% | -1.6% | -2.4% |
| YTD | +11.4% | +61.7% | -50.3% | -0.4% |
| 1Y | +13.3% | +50.3% | -37.0% | +2.7% |
| 3Y | +70.0% | +66.0% | +4.0% | +48.2% |
| 5Y | +48.1% | +114.5% | -66.4% | +16.3% |
| 10Y | +147.1% | +471.5% | -324.5% | +51.9% |
| All | +147.1% | +485.9% | -338.8% | +51.9% |
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