+183.8%
VXUS vs CP
+673.7%
-489.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | -2.7% | +3.7% | +2.1% |
| 30D | +2.2% | +0.2% | +2.0% | +2.0% |
| 3M | +3.0% | +2.6% | +0.4% | +1.5% |
| 6M | +10.7% | +6.0% | +4.7% | +7.4% |
| YTD | +17.8% | +24.9% | -7.1% | +6.5% |
| 1Y | +27.6% | +20.1% | +7.5% | +17.0% |
| 3Y | +73.3% | +16.4% | +56.9% | +58.4% |
| 5Y | +54.3% | +31.7% | +22.6% | +31.2% |
| 10Y | +149.8% | +223.9% | -74.0% | +39.2% |
| All | +183.8% | +673.7% | -489.8% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling