+42.7%
VXUS vs DT
-43.6%
+86.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.8% | -24.7% | +22.9% | +2.2% |
| 30D | -4.6% | -27.4% | +22.8% | -0.2% |
| 3M | -6.1% | -11.1% | +5.0% | -4.9% |
| 6M | -4.9% | +13.7% | -18.6% | -8.1% |
| YTD | +8.1% | +0.2% | +7.8% | +6.2% |
| 1Y | +12.1% | -5.7% | +17.8% | +11.4% |
| 3Y | +63.9% | -8.1% | +72.0% | +60.8% |
| All | +42.7% | -43.6% | +86.3% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling