+147.0%
VXUS vs CLF
+127.2%
+19.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.0% | +7.6% | -6.6% | 0.0% |
| 30D | +2.2% | -1.2% | +3.4% | +2.2% |
| 3M | +3.0% | -13.4% | +16.3% | +4.3% |
| 6M | +10.7% | +15.4% | -4.8% | +7.4% |
| YTD | +17.8% | -5.9% | +23.7% | +16.6% |
| 1Y | +27.6% | +18.8% | +8.8% | +20.8% |
| 3Y | +73.3% | -19.4% | +92.7% | +66.2% |
| 5Y | +54.3% | -47.7% | +102.1% | +51.8% |
| All | +147.0% | +127.2% | +19.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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