+55.4%
VXUS vs DT
-28.6%
+84.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +1.6% | -4.9% | +6.4% | +2.3% |
| 30D | +1.0% | +2.7% | -1.7% | +0.5% |
| 3M | +5.7% | +20.0% | -14.3% | +2.3% |
| 6M | +13.6% | +28.0% | -14.5% | +8.1% |
| YTD | +17.4% | +16.0% | +1.4% | +13.4% |
| 1Y | +25.1% | +0.7% | +24.3% | +23.7% |
| 3Y | +75.8% | +6.2% | +69.6% | +69.5% |
| 5Y | +55.4% | -28.1% | +83.5% | +48.4% |
| All | +55.4% | -28.6% | +84.0% | +48.4% |
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