+112.1%
VXUS vs DT
+103.5%
+8.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | +2.2% | +2.0% | +0.2% | +1.7% |
| 3M | +3.0% | +20.0% | -17.0% | -0.8% |
| 6M | +10.7% | +39.3% | -28.6% | +2.9% |
| YTD | +17.8% | +19.8% | -1.9% | +12.4% |
| 1Y | +27.6% | +4.3% | +23.3% | +24.7% |
| 3Y | +73.3% | +7.7% | +65.6% | +65.6% |
| 5Y | +54.3% | -26.8% | +81.2% | +52.7% |
| All | +112.1% | +103.5% | +8.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling