+24.3%
VXUS vs DD
+33.7%
-9.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | 0.0% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | +0.7% | -9.2% | +9.9% | +3.6% |
| 3M | +4.8% | -9.0% | +13.7% | +7.6% |
| 6M | +11.3% | -5.0% | +16.3% | +12.7% |
| YTD | +16.5% | +7.4% | +9.1% | +15.9% |
| 1Y | +24.3% | +35.1% | -10.8% | +18.9% |
| All | +24.3% | +33.7% | -9.4% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling