+177.0%
VXUS vs CGNX
+774.0%
-597.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.9% | +1.5% | -3.4% | -2.3% |
| 30D | -0.7% | -1.8% | +1.0% | -0.5% |
| 3M | +4.9% | +5.3% | -0.3% | +3.0% |
| 6M | +9.7% | +22.3% | -12.6% | +3.6% |
| YTD | +15.0% | +72.2% | -57.2% | -2.0% |
| 1Y | +22.4% | +39.8% | -17.4% | +9.0% |
| 3Y | +72.2% | +44.8% | +27.4% | +45.9% |
| 5Y | +52.6% | -27.0% | +79.7% | +50.1% |
| 10Y | +146.9% | +177.7% | -30.8% | +57.4% |
| All | +177.0% | +774.0% | -597.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded CGNX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling