+168.3%
VXUS vs CLF
-81.7%
+250.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.7% |
| 7D | -0.5% | +2.3% | -2.9% | -0.9% |
| 30D | -1.2% | +1.9% | -3.1% | -1.8% |
| 3M | -3.8% | +5.9% | -9.7% | -5.1% |
| 6M | -1.7% | +16.9% | -18.6% | -4.7% |
| YTD | +11.4% | -1.1% | +12.5% | +9.1% |
| 1Y | +13.3% | +28.8% | -15.5% | +7.5% |
| 3Y | +70.0% | -20.6% | +90.6% | +63.5% |
| 5Y | +48.1% | -41.5% | +89.6% | +43.7% |
| 10Y | +147.1% | +87.5% | +59.5% | +90.6% |
| All | +168.3% | -81.7% | +250.0% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling