+146.2%
VXUS vs CLF
+74.2%
+72.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +2.1% | +10.4% | -8.3% | +0.8% |
| 30D | -1.1% | +0.6% | -1.7% | -1.7% |
| 3M | -5.6% | +4.1% | -9.7% | -6.9% |
| 6M | -2.3% | +15.1% | -17.4% | -5.5% |
| YTD | +10.4% | -4.7% | +15.1% | +8.3% |
| 1Y | +13.1% | +20.4% | -7.3% | +7.3% |
| 3Y | +68.0% | -23.4% | +91.4% | +61.4% |
| 5Y | +45.8% | -43.3% | +89.1% | +41.4% |
| All | +146.2% | +74.2% | +72.0% | +80.1% |
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