-7.6%
DEA vs VT
+226.9%
-234.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -0.4% |
| 30D | -0.4% | -1.4% | +1.0% | +0.5% |
| 3M | +2.0% | +4.7% | -2.8% | -1.2% |
| 6M | +11.5% | +11.4% | +0.1% | +3.6% |
| YTD | +19.5% | +13.1% | +6.4% | +9.8% |
| 1Y | +11.1% | +19.0% | -7.9% | -1.3% |
| 3Y | -4.6% | +73.9% | -78.5% | -33.4% |
| 5Y | -32.3% | +65.4% | -97.7% | -51.7% |
| All | -7.6% | +226.9% | -234.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling