+42.7%
VXUS vs DD
+58.5%
-15.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -1.8% | +4.6% | -6.4% | -3.5% |
| 30D | -4.6% | +11.8% | -16.3% | -8.4% |
| 3M | -6.1% | +2.2% | -8.2% | -7.1% |
| 6M | -4.9% | -1.6% | -3.3% | -4.8% |
| YTD | +8.1% | +23.0% | -14.9% | -0.5% |
| 1Y | +12.1% | +26.9% | -14.9% | +2.0% |
| 3Y | +63.9% | +77.9% | -14.0% | +27.6% |
| All | +42.7% | +58.5% | -15.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling