+146.4%
VXUS vs CG
+345.5%
-199.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.6% | -1.3% | +2.8% | +1.9% |
| 30D | +1.0% | -3.2% | +4.2% | +1.7% |
| 3M | +5.7% | +6.2% | -0.6% | +3.4% |
| 6M | +13.6% | -4.7% | +18.2% | +14.3% |
| YTD | +17.4% | -20.6% | +38.0% | +23.7% |
| 1Y | +25.1% | -26.4% | +51.4% | +34.0% |
| 3Y | +75.8% | +55.4% | +20.5% | +44.3% |
| 5Y | +55.4% | +9.8% | +45.6% | +36.4% |
| 10Y | +146.4% | +341.4% | -194.9% | +46.4% |
| All | +146.4% | +345.5% | -199.1% | +46.4% |
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