+183.8%
VXUS vs DG
+441.6%
-257.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +1.0% | +8.4% | -7.4% | -0.2% |
| 30D | +2.2% | +4.9% | -2.7% | +1.4% |
| 3M | +3.0% | +29.3% | -26.4% | -1.1% |
| 6M | +10.7% | -11.3% | +21.9% | +12.1% |
| YTD | +17.8% | +1.8% | +16.1% | +16.9% |
| 1Y | +27.6% | +25.3% | +2.2% | +22.2% |
| 3Y | +73.3% | +9.1% | +64.2% | +65.0% |
| 5Y | +54.3% | -34.9% | +89.2% | +59.6% |
| 10Y | +149.8% | +108.2% | +41.7% | +103.2% |
| All | +183.8% | +441.6% | -257.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling