+150.1%
VXUS vs DD
+64.9%
+85.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | +0.3% | -3.8% | +4.1% | +1.6% |
| 30D | +0.7% | -9.2% | +9.9% | +4.1% |
| 3M | +4.8% | -9.0% | +13.7% | +8.0% |
| 6M | +11.3% | -5.0% | +16.3% | +12.8% |
| YTD | +16.5% | +7.4% | +9.1% | +12.8% |
| 1Y | +24.3% | +35.1% | -10.8% | +10.5% |
| 3Y | +74.5% | +43.2% | +31.3% | +48.2% |
| 5Y | +54.3% | +59.6% | -5.3% | +23.5% |
| 10Y | +150.1% | +66.5% | +83.6% | +74.1% |
| All | +150.1% | +64.9% | +85.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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