+142.2%
VXUS vs DLR
+179.9%
-37.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | -2.5% | +1.2% | -3.7% | -2.9% |
| 3M | -4.6% | -4.8% | +0.2% | -3.6% |
| 6M | -2.6% | -6.1% | +3.5% | -1.5% |
| YTD | +10.4% | +19.3% | -8.9% | +4.9% |
| 1Y | +12.9% | +10.0% | +2.9% | +9.4% |
| 3Y | +68.4% | +53.8% | +14.6% | +47.2% |
| 5Y | +47.7% | +39.1% | +8.5% | +29.8% |
| 10Y | +142.2% | +188.1% | -45.9% | +79.3% |
| All | +142.2% | +179.9% | -37.6% | +79.3% |
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