+147.1%
VXUS vs CTAS
+832.5%
-685.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | -0.5% | -0.8% | +0.2% | -0.2% |
| 30D | -1.2% | +10.7% | -11.9% | -4.9% |
| 3M | -3.8% | +11.0% | -14.8% | -7.6% |
| 6M | -1.7% | +38.7% | -40.4% | -13.7% |
| YTD | +11.4% | +21.8% | -10.3% | +2.4% |
| 1Y | +13.3% | +23.6% | -10.2% | +3.5% |
| 3Y | +70.0% | +74.9% | -5.0% | +32.1% |
| 5Y | +48.1% | +119.5% | -71.4% | +3.5% |
| 10Y | +147.1% | +820.2% | -673.2% | +5.1% |
| All | +147.1% | +832.5% | -685.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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