+168.3%
VXUS vs DD
+265.6%
-97.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.3% |
| 7D | -0.5% | +3.2% | -3.8% | -1.7% |
| 30D | -1.2% | +20.3% | -21.5% | -8.2% |
| 3M | -3.8% | +8.2% | -12.0% | -7.0% |
| 6M | -1.7% | +3.4% | -5.1% | -3.5% |
| YTD | +11.4% | +30.6% | -19.2% | -0.6% |
| 1Y | +13.3% | +30.6% | -17.3% | +1.0% |
| 3Y | +70.0% | +91.1% | -21.1% | +26.6% |
| 5Y | +48.1% | +68.6% | -20.5% | +13.7% |
| 10Y | +147.1% | +99.9% | +47.2% | +59.1% |
| All | +168.3% | +265.6% | -97.3% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling