+109.7%
VXUS vs DT
+98.4%
+11.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.7% | +0.1% | +0.6% | +0.5% |
| 3M | +4.8% | +24.1% | -19.4% | +0.3% |
| 6M | +11.3% | +30.1% | -18.8% | +4.9% |
| YTD | +16.5% | +16.8% | -0.2% | +11.6% |
| 1Y | +24.3% | -0.1% | +24.4% | +22.5% |
| 3Y | +74.5% | +6.8% | +67.7% | +66.9% |
| 5Y | +54.3% | -28.4% | +82.7% | +53.3% |
| All | +109.7% | +98.4% | +11.3% | +56.3% |
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