-3.6%
DEA vs VOO
+77.4%
-81.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | -2.9% | -1.1% | -1.8% | -2.3% |
| 3M | +1.7% | +3.9% | -2.2% | -0.9% |
| 6M | +12.7% | +13.6% | -1.0% | +3.2% |
| YTD | +19.4% | +12.7% | +6.7% | +9.8% |
| 1Y | +10.3% | +17.6% | -7.2% | -1.9% |
| 3Y | -3.6% | +77.3% | -80.9% | -47.7% |
| All | -3.6% | +77.4% | -81.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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