+147.3%
VXUS vs D
+35.0%
+112.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | +1.5% | -0.4% | +0.7% |
| 30D | +2.2% | -2.6% | +4.8% | +2.8% |
| 3M | +3.0% | 0.0% | +3.0% | +2.8% |
| 6M | +10.7% | +7.4% | +3.3% | +8.3% |
| YTD | +17.8% | +15.9% | +2.0% | +13.0% |
| 1Y | +27.6% | +18.1% | +9.5% | +21.6% |
| 3Y | +73.3% | +58.4% | +14.9% | +50.5% |
| 5Y | +54.3% | +5.2% | +49.1% | +49.2% |
| All | +147.3% | +35.0% | +112.3% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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