+146.4%
VXUS vs CI
+142.6%
+3.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | 0.0% |
| 7D | +1.6% | -2.0% | +3.6% | +2.0% |
| 30D | +1.0% | -1.8% | +2.8% | +1.3% |
| 3M | +5.7% | -4.2% | +9.9% | +6.3% |
| 6M | +13.6% | +2.7% | +10.9% | +12.2% |
| YTD | +17.4% | +1.9% | +15.5% | +16.0% |
| 1Y | +25.1% | -6.3% | +31.3% | +25.1% |
| 3Y | +75.8% | +3.9% | +72.0% | +67.2% |
| 5Y | +55.4% | +41.9% | +13.5% | +32.2% |
| 10Y | +146.4% | +140.4% | +6.0% | +82.7% |
| All | +146.4% | +142.6% | +3.8% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling