+334.4%
DUK vs VXUS
+179.6%
+154.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | -1.7% | +2.2% | -3.9% | -2.5% |
| 3M | -0.4% | +3.0% | -3.4% | -1.9% |
| 6M | -7.2% | +10.7% | -17.9% | -11.3% |
| YTD | +5.3% | +17.8% | -12.6% | -2.0% |
| 1Y | +3.0% | +27.6% | -24.6% | -7.3% |
| 3Y | +53.1% | +73.3% | -20.2% | +20.3% |
| 5Y | +37.9% | +54.3% | -16.4% | +12.7% |
| 10Y | +124.8% | +149.8% | -25.0% | +45.1% |
| All | +334.4% | +179.6% | +154.8% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling