+160.2%
VXUS vs D
+202.4%
-42.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -1.8% | +3.0% | -4.7% | -2.6% |
| 30D | -4.6% | +11.5% | -16.1% | -7.8% |
| 3M | -6.1% | +3.7% | -9.8% | -7.3% |
| 6M | -4.9% | +13.5% | -18.4% | -9.0% |
| YTD | +8.1% | +20.7% | -12.7% | +1.2% |
| 1Y | +12.1% | +18.2% | -6.1% | +5.5% |
| 3Y | +63.9% | +73.3% | -9.4% | +33.5% |
| 5Y | +43.1% | +12.3% | +30.9% | +33.9% |
| 10Y | +139.2% | +43.4% | +95.8% | +91.1% |
| All | +160.2% | +202.4% | -42.1% | +7.8% |
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 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