+146.3%
VXUS vs CG
+274.5%
-128.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | +0.3% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | -2.2% | +5.7% | -7.9% | -3.9% |
| 3M | -5.4% | -17.9% | +12.5% | -0.5% |
| 6M | -1.2% | -20.2% | +19.0% | +4.3% |
| YTD | +10.4% | -32.0% | +42.4% | +21.0% |
| 1Y | +11.8% | -27.0% | +38.9% | +20.0% |
| 3Y | +68.4% | +42.8% | +25.6% | +41.0% |
| 5Y | +45.9% | -23.4% | +69.3% | +42.9% |
| All | +146.3% | +274.5% | -128.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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