+168.3%
VXUS vs D
+200.0%
-31.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -1.2% | +9.0% | -10.2% | -3.9% |
| 3M | -3.8% | +1.0% | -4.8% | -4.3% |
| 6M | -1.7% | +11.0% | -12.7% | -5.3% |
| YTD | +11.4% | +19.8% | -8.4% | +4.6% |
| 1Y | +13.3% | +16.0% | -2.6% | +7.3% |
| 3Y | +70.0% | +74.4% | -4.4% | +38.2% |
| 5Y | +48.1% | +13.5% | +34.5% | +37.9% |
| 10Y | +147.1% | +48.4% | +98.7% | +93.4% |
| All | +168.3% | +200.0% | -31.6% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling