+148.0%
VXUS vs CRS
+1,443.4%
-1,295.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.7% | -18.1% | +18.8% | +4.6% |
| 3M | +4.8% | -12.4% | +17.2% | +7.1% |
| 6M | +11.3% | +15.9% | -4.6% | +7.3% |
| YTD | +16.5% | +45.8% | -29.3% | +7.0% |
| 1Y | +24.3% | +87.8% | -63.5% | +7.6% |
| 3Y | +74.5% | +648.7% | -574.2% | +9.2% |
| 5Y | +54.3% | +1,416.6% | -1,362.3% | -20.2% |
| All | +148.0% | +1,443.4% | -1,295.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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