+183.8%
VXUS vs DTE
+487.3%
-303.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | +2.2% | -2.6% | +4.8% | +3.2% |
| 3M | +3.0% | -3.9% | +6.9% | +4.2% |
| 6M | +10.7% | -7.9% | +18.6% | +13.7% |
| YTD | +17.8% | +7.2% | +10.7% | +13.8% |
| 1Y | +27.6% | +3.1% | +24.5% | +25.0% |
| 3Y | +73.3% | +47.6% | +25.7% | +44.3% |
| 5Y | +54.3% | +32.7% | +21.6% | +32.6% |
| 10Y | +149.8% | +138.8% | +11.1% | +52.1% |
| All | +183.8% | +487.3% | -303.5% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling