+135.8%
VXUS vs CNH
+32.2%
+103.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.7% |
| 7D | -1.8% | -1.7% | -0.1% | -1.3% |
| 30D | -4.6% | -7.2% | +2.7% | -2.7% |
| 3M | -6.1% | +6.5% | -12.6% | -8.8% |
| 6M | -4.9% | +7.9% | -12.8% | -8.7% |
| YTD | +8.1% | +26.6% | -18.5% | -2.0% |
| 1Y | +12.1% | +13.8% | -1.7% | +4.8% |
| 3Y | +63.9% | +9.2% | +54.7% | +49.9% |
| 5Y | +43.1% | -15.6% | +58.7% | +38.4% |
| 10Y | +139.2% | +119.2% | +20.0% | +58.7% |
| All | +135.8% | +32.2% | +103.7% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling