+160.2%
VXUS vs CTAS
+3,591.6%
-3,431.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | -1.8% | +1.2% | -2.9% | -2.2% |
| 30D | -4.6% | +12.8% | -17.3% | -9.4% |
| 3M | -6.1% | +10.3% | -16.4% | -10.1% |
| 6M | -4.9% | +32.0% | -36.9% | -16.5% |
| YTD | +8.1% | +19.1% | -11.1% | -1.1% |
| 1Y | +12.1% | +21.5% | -9.4% | +1.7% |
| 3Y | +63.9% | +76.0% | -12.2% | +22.5% |
| 5Y | +43.1% | +110.9% | -67.7% | -3.0% |
| 10Y | +139.2% | +849.8% | -710.6% | -29.5% |
| All | +160.2% | +3,591.6% | -3,431.4% | -69.8% |
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