+182.7%
VXUS vs DE
+900.5%
-717.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +1.0% | +9.6% | -8.7% | -2.5% |
| 3M | +5.7% | +19.0% | -13.3% | -1.3% |
| 6M | +13.6% | +16.1% | -2.5% | +6.6% |
| YTD | +17.4% | +47.0% | -29.6% | +0.4% |
| 1Y | +25.1% | +43.1% | -18.1% | +7.7% |
| 3Y | +75.8% | +77.5% | -1.7% | +36.6% |
| 5Y | +55.4% | +96.4% | -41.0% | +11.8% |
| 10Y | +146.4% | +852.9% | -706.5% | -19.1% |
| All | +182.7% | +900.5% | -717.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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