+146.2%
VXUS vs DLR
+188.2%
-42.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +2.1% | +3.3% | -1.2% | +1.3% |
| 30D | -1.1% | +4.6% | -5.7% | -2.3% |
| 3M | -5.6% | -8.3% | +2.7% | -3.6% |
| 6M | -2.3% | -5.6% | +3.4% | -1.3% |
| YTD | +10.4% | +18.7% | -8.4% | +5.0% |
| 1Y | +13.1% | +17.1% | -4.0% | +7.8% |
| 3Y | +68.0% | +54.4% | +13.7% | +46.7% |
| 5Y | +45.8% | +36.5% | +9.3% | +28.8% |
| All | +146.2% | +188.2% | -42.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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