+160.2%
VXUS vs CLX
+152.3%
+7.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -1.8% | +13.6% | -15.4% | -3.9% |
| 30D | -4.6% | +23.4% | -27.9% | -7.9% |
| 3M | -6.1% | -2.8% | -3.2% | -5.8% |
| 6M | -4.9% | +14.0% | -18.9% | -7.5% |
| YTD | +8.1% | +4.2% | +3.9% | +6.6% |
| 1Y | +12.1% | -1.2% | +13.3% | +11.5% |
| 3Y | +63.9% | -12.7% | +76.6% | +64.9% |
| 5Y | +43.1% | -26.5% | +69.6% | +46.3% |
| 10Y | +139.2% | +20.2% | +119.0% | +92.6% |
| All | +160.2% | +152.3% | +7.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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