+159.8%
VXUS vs CF
+533.3%
-373.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.8% | -4.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -5.8% | +2.2% | -8.0% | -6.4% |
| 3M | -6.4% | +2.1% | -8.5% | -7.3% |
| 6M | -2.5% | -6.5% | +4.0% | -2.4% |
| YTD | +7.9% | +55.6% | -47.7% | -3.9% |
| 1Y | +11.5% | +42.3% | -30.8% | +1.0% |
| 3Y | +63.4% | +55.7% | +7.7% | +42.5% |
| 5Y | +42.9% | +122.4% | -79.5% | +9.9% |
| 10Y | +138.9% | +568.5% | -429.7% | +31.6% |
| All | +159.8% | +533.3% | -373.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling