+203.8%
DHR vs VEA
+165.0%
+38.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | -3.6% | -1.5% | -2.2% | -2.5% |
| 30D | -2.7% | -0.8% | -1.9% | -2.1% |
| 3M | +10.9% | +2.5% | +8.5% | +8.3% |
| 6M | +3.0% | +11.1% | -8.1% | -6.3% |
| YTD | -12.2% | +17.2% | -29.4% | -23.6% |
| 1Y | +3.3% | +24.5% | -21.2% | -14.5% |
| 3Y | -8.2% | +75.4% | -83.6% | -42.2% |
| 5Y | -29.9% | +61.1% | -91.0% | -53.3% |
| All | +203.8% | +165.0% | +38.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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