+54.4%
VXUS vs CNH
+11.5%
+42.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.5% |
| 7D | +1.0% | +23.3% | -22.3% | -4.4% |
| 30D | +2.2% | +33.5% | -31.3% | -5.5% |
| 3M | +3.0% | +32.7% | -29.8% | -5.1% |
| 6M | +10.7% | +22.2% | -11.5% | +3.8% |
| YTD | +17.8% | +57.7% | -39.8% | +2.7% |
| 1Y | +27.6% | +28.0% | -0.4% | +17.5% |
| 3Y | +73.3% | +11.5% | +61.8% | +61.9% |
| All | +54.4% | +11.5% | +42.9% | +37.2% |
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