+142.3%
VXUS vs CI
+158.0%
-15.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.7% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -1.9% | +4.7% | -6.5% | -3.0% |
| 3M | -4.4% | +5.2% | -9.6% | -5.7% |
| 6M | -2.0% | +3.8% | -5.8% | -3.4% |
| YTD | +11.1% | +9.2% | +1.9% | +7.9% |
| 1Y | +15.1% | +14.3% | +0.8% | +10.5% |
| 3Y | +70.4% | +8.4% | +62.0% | +60.7% |
| 5Y | +47.2% | +50.0% | -2.9% | +23.5% |
| 10Y | +142.3% | +142.2% | +0.1% | +73.3% |
| All | +142.3% | +158.0% | -15.8% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling