+146.3%
VXUS vs CP
+259.0%
-112.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | -2.2% | +10.3% | -12.6% | -6.2% |
| 3M | -5.4% | +2.3% | -7.7% | -6.5% |
| 6M | -1.2% | +10.7% | -12.0% | -5.9% |
| YTD | +10.4% | +29.3% | -18.9% | -1.9% |
| 1Y | +11.8% | +31.5% | -19.6% | -1.4% |
| 3Y | +68.4% | +36.7% | +31.7% | +43.1% |
| 5Y | +45.9% | +26.8% | +19.1% | +25.7% |
| All | +146.3% | +259.0% | -112.8% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling