+183.8%
VXUS vs D
+190.2%
-6.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +2.2% | -3.6% | +5.8% | +3.3% |
| 3M | +3.0% | -1.0% | +4.0% | +3.1% |
| 6M | +10.7% | +6.3% | +4.4% | +8.1% |
| YTD | +17.8% | +14.7% | +3.1% | +12.2% |
| 1Y | +27.6% | +16.9% | +10.6% | +20.5% |
| 3Y | +73.3% | +56.8% | +16.5% | +45.7% |
| 5Y | +54.3% | +5.2% | +49.1% | +47.4% |
| 10Y | +149.8% | +35.9% | +114.0% | +103.5% |
| All | +183.8% | +190.2% | -6.4% | +19.1% |
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