+207.2%
VXUS vs CG
+351.2%
-144.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.0% | -4.3% | +5.3% | +2.2% |
| 30D | +2.2% | -5.1% | +7.3% | +3.5% |
| 3M | +3.0% | +8.7% | -5.7% | +0.2% |
| 6M | +10.7% | -9.2% | +19.9% | +12.8% |
| YTD | +17.8% | -18.9% | +36.7% | +23.2% |
| 1Y | +27.6% | -25.6% | +53.2% | +36.0% |
| 3Y | +73.3% | +57.3% | +16.0% | +43.8% |
| 5Y | +54.3% | +10.2% | +44.2% | +36.6% |
| 10Y | +149.8% | +364.2% | -214.4% | +44.3% |
| All | +207.2% | +351.2% | -144.0% | +72.7% |
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