+147.3%
VXUS vs DG
+101.8%
+45.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -1.4% | -6.5% | +5.0% | -0.6% |
| 30D | -0.5% | +4.2% | -4.6% | -1.0% |
| 3M | +2.6% | +9.5% | -6.9% | +1.1% |
| 6M | +10.9% | -13.1% | +24.0% | +12.5% |
| YTD | +16.1% | -4.8% | +21.0% | +16.3% |
| 1Y | +22.3% | +20.6% | +1.7% | +18.2% |
| 3Y | +72.0% | +4.9% | +67.1% | +65.3% |
| 5Y | +54.1% | -37.9% | +92.0% | +61.7% |
| All | +147.3% | +101.8% | +45.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling