+23.5%
DEA vs VOO
+351.3%
-327.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | +12.7% | +13.6% | -1.0% | +4.1% |
| YTD | +19.4% | +12.7% | +6.7% | +10.8% |
| 1Y | +10.3% | +17.6% | -7.2% | -0.3% |
| 3Y | -3.6% | +77.3% | -80.9% | -31.9% |
| 5Y | -32.4% | +84.1% | -116.5% | -53.9% |
| 10Y | -6.5% | +323.5% | -330.1% | -60.7% |
| All | +23.5% | +351.3% | -327.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling