+160.2%
VXUS vs DD
+244.3%
-84.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | -1.8% | +4.6% | -6.4% | -3.6% |
| 30D | -4.6% | +11.8% | -16.3% | -8.8% |
| 3M | -6.1% | +2.2% | -8.2% | -7.2% |
| 6M | -4.9% | -1.6% | -3.3% | -4.9% |
| YTD | +8.1% | +23.0% | -14.9% | -1.3% |
| 1Y | +12.1% | +26.9% | -14.9% | +1.0% |
| 3Y | +63.9% | +77.9% | -14.0% | +25.5% |
| 5Y | +43.1% | +59.9% | -16.8% | +12.1% |
| 10Y | +139.2% | +90.1% | +49.2% | +57.0% |
| All | +160.2% | +244.3% | -84.1% | +16.9% |
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 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