+147.3%
VXUS vs DGX
+255.3%
-108.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -0.5% | -1.2% | +0.7% | -0.2% |
| 3M | +2.6% | +15.8% | -13.2% | -1.3% |
| 6M | +10.9% | +18.2% | -7.3% | +5.9% |
| YTD | +16.1% | +37.2% | -21.1% | +6.4% |
| 1Y | +22.3% | +30.4% | -8.1% | +13.3% |
| 3Y | +72.0% | +96.7% | -24.7% | +40.2% |
| 5Y | +54.1% | +67.2% | -13.0% | +29.9% |
| All | +147.3% | +255.3% | -108.1% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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