+165.8%
VXUS vs CI
+695.6%
-529.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | -2.5% | +7.3% | -9.9% | -4.4% |
| 3M | -4.6% | +9.5% | -14.1% | -7.1% |
| 6M | -2.6% | +6.4% | -9.1% | -4.9% |
| YTD | +10.4% | +12.0% | -1.6% | +5.9% |
| 1Y | +12.9% | +20.1% | -7.2% | +6.2% |
| 3Y | +68.4% | +9.6% | +58.8% | +56.9% |
| 5Y | +47.7% | +52.7% | -5.0% | +21.1% |
| 10Y | +142.2% | +150.3% | -8.0% | +56.4% |
| All | +165.8% | +695.6% | -529.7% | -13.7% |
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 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