+100.0%
VXUS vs DT
+72.4%
+27.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.6% |
| 7D | +0.8% | -20.2% | +21.0% | +4.5% |
| 30D | -1.9% | -30.8% | +28.9% | +4.2% |
| 3M | -4.4% | -10.2% | +5.8% | -3.2% |
| 6M | -2.0% | +8.0% | -10.0% | -4.6% |
| YTD | +11.1% | +1.5% | +9.7% | +8.6% |
| 1Y | +15.1% | -6.9% | +21.9% | +14.3% |
| 3Y | +70.4% | -10.9% | +81.3% | +67.9% |
| 5Y | +47.2% | -42.2% | +89.4% | +51.8% |
| All | +100.0% | +72.4% | +27.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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