+142.3%
VXUS vs D
+42.1%
+100.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -1.9% | +10.7% | -12.6% | -4.4% |
| 3M | -4.4% | +2.3% | -6.7% | -5.0% |
| 6M | -2.0% | +12.5% | -14.5% | -5.2% |
| YTD | +11.1% | +20.1% | -9.0% | +5.6% |
| 1Y | +15.1% | +15.6% | -0.5% | +10.3% |
| 3Y | +70.4% | +75.2% | -4.7% | +44.4% |
| 5Y | +47.2% | +14.6% | +32.6% | +39.0% |
| 10Y | +142.3% | +43.8% | +98.5% | +118.8% |
| All | +142.3% | +42.1% | +100.1% | +118.8% |
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