+115.9%
VXUS vs CTVA
+223.3%
-107.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.4% |
| 30D | +2.2% | +11.9% | -9.7% | -1.0% |
| 3M | +3.0% | +13.7% | -10.7% | -1.2% |
| 6M | +10.7% | +13.1% | -2.5% | +6.0% |
| YTD | +17.8% | +32.0% | -14.1% | +7.9% |
| 1Y | +27.6% | +22.1% | +5.5% | +19.0% |
| 3Y | +73.3% | +77.5% | -4.2% | +42.1% |
| 5Y | +54.3% | +106.3% | -51.9% | +18.8% |
| All | +115.9% | +223.3% | -107.4% | +33.3% |
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