+146.2%
VXUS vs CP
+257.3%
-111.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.2% |
| 30D | -1.1% | +9.3% | -10.4% | -4.8% |
| 3M | -5.6% | +0.5% | -6.1% | -6.0% |
| 6M | -2.3% | +10.4% | -12.7% | -6.7% |
| YTD | +10.4% | +28.7% | -18.3% | -1.8% |
| 1Y | +13.1% | +33.2% | -20.1% | -0.9% |
| 3Y | +68.0% | +38.4% | +29.6% | +42.0% |
| 5Y | +45.8% | +26.2% | +19.6% | +25.9% |
| All | +146.2% | +257.3% | -111.1% | +34.3% |
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