+146.3%
VXUS vs CLF
+80.0%
+66.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.3% | +16.0% | -13.7% | +0.3% |
| 30D | -2.2% | +1.6% | -3.9% | -2.9% |
| 3M | -5.4% | +6.7% | -12.1% | -7.0% |
| 6M | -1.2% | +21.1% | -22.4% | -5.2% |
| YTD | +10.4% | -1.6% | +12.0% | +7.8% |
| 1Y | +11.8% | +18.5% | -6.7% | +6.4% |
| 3Y | +68.4% | -21.0% | +89.4% | +61.2% |
| 5Y | +45.9% | -41.4% | +87.2% | +40.8% |
| All | +146.3% | +80.0% | +66.3% | +79.4% |
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