+181.6%
VXUS vs CG
+281.3%
-99.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | -4.6% | +5.0% | -9.6% | -6.0% |
| 3M | -6.1% | -18.2% | +12.1% | -1.3% |
| 6M | -4.9% | -20.7% | +15.8% | +0.5% |
| YTD | +8.1% | -31.4% | +39.5% | +17.9% |
| 1Y | +12.1% | -22.3% | +34.3% | +18.0% |
| 3Y | +63.9% | +50.2% | +13.7% | +37.2% |
| 5Y | +43.1% | -22.1% | +65.2% | +39.5% |
| 10Y | +139.2% | +295.5% | -156.3% | +44.1% |
| All | +181.6% | +281.3% | -99.7% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling