+146.4%
VXUS vs DRI
+350.3%
-203.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | 0.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +5.7% | +9.5% | -3.9% | +3.2% |
| 6M | +13.6% | +6.5% | +7.1% | +11.4% |
| YTD | +17.4% | +18.4% | -1.0% | +12.1% |
| 1Y | +25.1% | +4.2% | +20.9% | +22.8% |
| 3Y | +75.8% | +57.1% | +18.7% | +54.6% |
| 5Y | +55.4% | +70.4% | -15.0% | +32.3% |
| 10Y | +146.4% | +354.0% | -207.6% | +67.2% |
| All | +146.4% | +350.3% | -203.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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