+48.1%
VXUS vs CTVA
+78.7%
-30.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -0.5% | -1.0% | +0.5% | -0.3% |
| 30D | -1.2% | -8.7% | +7.5% | +0.6% |
| 3M | -3.8% | +6.4% | -10.2% | -5.9% |
| 6M | -1.7% | -1.9% | +0.2% | -2.4% |
| YTD | +11.4% | +21.5% | -10.1% | +4.4% |
| 1Y | +13.3% | +24.3% | -10.9% | +5.5% |
| 3Y | +70.0% | +91.8% | -21.8% | +37.8% |
| 5Y | +48.1% | +78.4% | -30.3% | +18.9% |
| All | +48.1% | +78.7% | -30.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling