+75.8%
VXUS vs DTE
+48.7%
+27.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +1.0% | -1.9% | +2.9% | +1.3% |
| 3M | +5.7% | -3.3% | +9.0% | +6.1% |
| 6M | +13.6% | -7.1% | +20.7% | +15.0% |
| YTD | +17.4% | +8.1% | +9.3% | +14.6% |
| 1Y | +25.1% | +5.3% | +19.8% | +22.8% |
| 3Y | +75.8% | +48.2% | +27.7% | +58.2% |
| All | +75.8% | +48.7% | +27.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling