+142.2%
VXUS vs CLF
+82.3%
+59.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.3% |
| 7D | +0.5% | -9.1% | +9.6% | +1.6% |
| 30D | -2.5% | -0.9% | -1.6% | -2.9% |
| 3M | -4.6% | +3.0% | -7.6% | -5.7% |
| 6M | -2.6% | +16.7% | -19.3% | -6.1% |
| YTD | +10.4% | -3.2% | +13.5% | +8.1% |
| 1Y | +12.9% | +24.6% | -11.7% | +6.6% |
| 3Y | +68.4% | -22.3% | +90.7% | +61.5% |
| 5Y | +47.7% | -41.2% | +88.9% | +42.5% |
| 10Y | +142.2% | +83.5% | +58.7% | +76.6% |
| All | +142.2% | +82.3% | +59.9% | +76.6% |
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