+98.7%
VXUS vs DT
+76.1%
+22.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.3% | +2.7% | -0.4% | +1.8% |
| 30D | -2.2% | -30.4% | +28.1% | +3.8% |
| 3M | -5.4% | -9.4% | +4.0% | -4.3% |
| 6M | -1.2% | +14.5% | -15.8% | -5.0% |
| YTD | +10.4% | +3.6% | +6.8% | +7.5% |
| 1Y | +11.8% | -3.4% | +15.3% | +10.3% |
| 3Y | +68.4% | -11.1% | +79.5% | +66.0% |
| 5Y | +45.9% | -39.5% | +85.3% | +49.2% |
| All | +98.7% | +76.1% | +22.6% | +50.5% |
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