+42.7%
VXUS vs CMS
+32.6%
+10.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | -1.8% | -1.3% | -0.4% | -1.5% |
| 30D | -4.6% | +6.3% | -10.9% | -5.6% |
| 3M | -6.1% | -2.1% | -4.0% | -5.8% |
| 6M | -4.9% | -5.1% | +0.2% | -4.2% |
| YTD | +8.1% | +1.3% | +6.8% | +7.2% |
| 1Y | +12.1% | -1.4% | +13.5% | +11.8% |
| 3Y | +63.9% | +36.9% | +26.9% | +50.5% |
| All | +42.7% | +32.6% | +10.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling