+142.3%
VXUS vs CSGP
+72.5%
+69.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.6% | +2.4% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | -1.9% | +5.3% | -7.2% | -3.5% |
| 3M | -4.4% | +3.3% | -7.7% | -6.1% |
| 6M | -2.0% | -4.7% | +2.7% | -2.7% |
| YTD | +11.1% | -53.5% | +64.7% | +29.3% |
| 1Y | +15.1% | -53.7% | +68.8% | +33.9% |
| 3Y | +70.4% | -59.7% | +130.2% | +100.8% |
| 5Y | +47.2% | -62.5% | +109.7% | +72.5% |
| 10Y | +142.3% | +67.3% | +75.0% | +105.6% |
| All | +142.3% | +72.5% | +69.7% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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