+102.2%
VXUS vs CTVA
+125.4%
-23.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -24.3% | +23.4% | +5.0% |
| 7D | +2.3% | -23.7% | +26.0% | +8.2% |
| 30D | -2.2% | -31.2% | +29.0% | +6.2% |
| 3M | -5.4% | -18.7% | +13.3% | -2.5% |
| 6M | -1.2% | -25.5% | +24.3% | +3.7% |
| YTD | +10.4% | -8.0% | +18.4% | +8.8% |
| 1Y | +11.8% | -7.0% | +18.8% | +9.8% |
| 3Y | +68.4% | +45.2% | +23.2% | +41.7% |
| 5Y | +45.9% | +32.3% | +13.6% | +24.3% |
| All | +102.2% | +125.4% | -23.2% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling