+46.1%
VXUS vs CFG
+61.7%
-15.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.1% | +3.2% | -1.1% | +1.3% |
| 30D | -1.1% | +5.1% | -6.3% | -2.4% |
| 3M | -5.6% | -11.2% | +5.6% | -2.8% |
| 6M | -2.3% | +9.6% | -11.8% | -4.8% |
| YTD | +10.4% | +15.0% | -4.6% | +5.9% |
| 1Y | +13.1% | +29.9% | -16.8% | +5.2% |
| 3Y | +68.0% | +192.1% | -124.1% | +22.5% |
| All | +46.1% | +61.7% | -15.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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