+142.3%
VXUS vs DAR
+288.2%
-146.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +1.8% |
| 7D | +0.8% | -2.8% | +3.5% | +1.4% |
| 30D | -1.9% | -12.8% | +10.9% | +0.9% |
| 3M | -4.4% | -11.6% | +7.2% | -2.3% |
| 6M | -2.0% | -16.8% | +14.8% | +1.2% |
| YTD | +11.1% | +45.9% | -34.8% | +0.6% |
| 1Y | +15.1% | +61.5% | -46.4% | +1.6% |
| 3Y | +70.4% | +23.0% | +47.5% | +54.1% |
| 5Y | +47.2% | -35.8% | +83.0% | +52.6% |
| 10Y | +142.3% | +280.4% | -138.1% | +46.1% |
| All | +142.3% | +288.2% | -146.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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