+67.3%
DVN vs VXUS
+151.1%
-83.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.9% |
| 7D | +4.5% | -1.4% | +6.0% | +6.4% |
| 30D | +12.0% | -0.5% | +12.4% | +12.3% |
| 3M | +13.4% | +2.6% | +10.8% | +7.9% |
| 6M | +12.1% | +10.9% | +1.2% | -8.1% |
| YTD | +38.8% | +16.1% | +22.7% | +5.2% |
| 1Y | +46.0% | +22.3% | +23.7% | +2.0% |
| 3Y | +9.5% | +72.0% | -62.5% | -55.9% |
| 5Y | +125.3% | +54.1% | +71.1% | +9.4% |
| All | +67.3% | +151.1% | -83.8% | -54.5% |
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