+160.2%
VXUS vs CP
+680.2%
-519.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 1Y | +12.1% | +34.6% | -22.5% | -2.1% |
| 3Y | +63.9% | +26.7% | +37.2% | +44.3% |
| 5Y | +43.1% | +24.9% | +18.2% | +24.6% |
| 10Y | +139.2% | +258.6% | -119.4% | +27.8% |
| All | +160.2% | +680.2% | -519.9% | -24.9% |
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