+183.8%
VXUS vs CI
+637.4%
-453.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +2.2% | +4.4% | -2.2% | +1.0% |
| 3M | +3.0% | +0.7% | +2.3% | +2.3% |
| 6M | +10.7% | +0.3% | +10.3% | +9.7% |
| YTD | +17.8% | +3.8% | +14.0% | +15.6% |
| 1Y | +27.6% | -5.5% | +33.1% | +27.3% |
| 3Y | +73.3% | +8.1% | +65.2% | +61.5% |
| 5Y | +54.3% | +42.8% | +11.5% | +28.8% |
| 10Y | +149.8% | +143.9% | +5.9% | +61.5% |
| All | +183.8% | +637.4% | -453.6% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling