+183.8%
VXUS vs CTAS
+3,228.2%
-3,044.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.8% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +3.0% | +11.7% | -8.7% | -2.6% |
| 6M | +10.7% | +0.7% | +9.9% | +9.2% |
| YTD | +17.8% | +7.4% | +10.4% | +12.9% |
| 1Y | +27.6% | -2.1% | +29.7% | +26.9% |
| 3Y | +73.3% | +62.9% | +10.4% | +33.8% |
| 5Y | +54.3% | +111.9% | -57.6% | +4.0% |
| 10Y | +149.8% | +652.2% | -502.4% | -17.1% |
| All | +183.8% | +3,228.2% | -3,044.4% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling