+42.9%
VXUS vs CF
+125.5%
-82.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.8% | -3.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -5.8% | +2.2% | -8.0% | -5.9% |
| 3M | -6.4% | +2.1% | -8.5% | -6.6% |
| 6M | -2.5% | -6.5% | +4.0% | -2.4% |
| YTD | +7.9% | +55.6% | -47.7% | +2.2% |
| 1Y | +11.5% | +42.3% | -30.8% | +6.5% |
| 3Y | +63.4% | +55.7% | +7.7% | +52.7% |
| 5Y | +42.9% | +122.4% | -79.5% | +26.9% |
| All | +42.9% | +125.5% | -82.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling