+142.3%
VXUS vs CG
+320.1%
-177.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.6% | -3.7% | +1.0% |
| 7D | +0.8% | +3.0% | -2.3% | -0.1% |
| 30D | -1.9% | +10.1% | -12.0% | -4.7% |
| 3M | -4.4% | -10.8% | +6.4% | -1.7% |
| 6M | -2.0% | -15.2% | +13.2% | +1.8% |
| YTD | +11.1% | -26.9% | +38.0% | +19.5% |
| 1Y | +15.1% | -17.0% | +32.1% | +19.1% |
| 3Y | +70.4% | +54.6% | +15.8% | +39.6% |
| 5Y | +47.2% | -16.7% | +63.9% | +40.8% |
| 10Y | +142.3% | +320.1% | -177.9% | +48.5% |
| All | +142.3% | +320.1% | -177.9% | +48.5% |
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