+142.3%
VXUS vs CTAS
+848.9%
-706.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -1.9% | +10.3% | -12.1% | -5.4% |
| 3M | -4.4% | +10.2% | -14.6% | -7.9% |
| 6M | -2.0% | +34.4% | -36.3% | -13.0% |
| YTD | +11.1% | +19.6% | -8.4% | +2.8% |
| 1Y | +15.1% | +21.8% | -6.7% | +5.6% |
| 3Y | +70.4% | +74.1% | -3.7% | +32.6% |
| 5Y | +47.2% | +114.0% | -66.9% | +3.8% |
| 10Y | +142.3% | +813.9% | -671.7% | +3.9% |
| All | +142.3% | +848.9% | -706.6% | +3.9% |
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