+42.7%
VXUS vs CNH
-14.7%
+57.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.5% |
| 7D | -1.8% | -1.7% | -0.1% | -1.3% |
| 30D | -4.6% | -7.2% | +2.7% | -3.0% |
| 3M | -6.1% | +6.5% | -12.6% | -8.5% |
| 6M | -4.9% | +7.9% | -12.8% | -8.2% |
| YTD | +8.1% | +26.6% | -18.5% | -0.8% |
| 1Y | +12.1% | +13.8% | -1.7% | +5.7% |
| 3Y | +63.9% | +9.2% | +54.7% | +50.9% |
| All | +42.7% | -14.7% | +57.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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