+134.8%
VXUS vs CP
+253.8%
-119.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -1.8% | +2.8% | -4.5% | -2.9% |
| 30D | -4.6% | +10.2% | -14.8% | -8.4% |
| 3M | -6.1% | +2.4% | -8.4% | -7.2% |
| 6M | -4.9% | +7.7% | -12.6% | -8.3% |
| YTD | +8.1% | +26.0% | -17.9% | -3.0% |
| 1Y | +12.1% | +34.6% | -22.5% | -2.2% |
| 3Y | +63.9% | +26.7% | +37.2% | +43.9% |
| 5Y | +43.1% | +24.9% | +18.2% | +24.1% |
| All | +134.8% | +253.8% | -119.0% | +29.3% |
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