+210.9%
DHR vs VXUS
+151.9%
+59.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -2.2% | +0.7% | -2.8% | -2.6% |
| 3M | +9.0% | +4.8% | +4.2% | +4.4% |
| 6M | +3.5% | +11.3% | -7.9% | -6.0% |
| YTD | -10.1% | +16.5% | -26.6% | -21.5% |
| 1Y | +6.2% | +24.3% | -18.1% | -12.0% |
| 3Y | -5.4% | +74.5% | -79.9% | -40.2% |
| 5Y | -27.9% | +54.3% | -82.2% | -50.4% |
| All | +210.9% | +151.9% | +59.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling