+183.8%
VXUS vs CLF
-82.6%
+266.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.0% | +7.6% | -6.6% | +0.1% |
| 30D | +2.2% | -1.2% | +3.4% | +2.2% |
| 3M | +3.0% | -13.4% | +16.3% | +4.1% |
| 6M | +10.7% | +15.4% | -4.8% | +7.8% |
| YTD | +17.8% | -5.9% | +23.7% | +16.8% |
| 1Y | +27.6% | +18.8% | +8.8% | +21.8% |
| 3Y | +73.3% | -19.4% | +92.7% | +67.1% |
| 5Y | +54.3% | -47.7% | +102.1% | +52.2% |
| 10Y | +149.8% | +130.4% | +19.5% | +89.1% |
| All | +183.8% | -82.6% | +266.4% | +241.6% |
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 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