+434.9%
DUK vs VEA
+163.7%
+271.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | -2.2% | -1.1% | -1.2% | -1.9% |
| 3M | -3.7% | +5.1% | -8.8% | -6.0% |
| 6M | -6.3% | +9.8% | -16.1% | -10.7% |
| YTD | +4.5% | +15.9% | -11.4% | -2.8% |
| 1Y | +1.8% | +24.6% | -22.7% | -8.3% |
| 3Y | +46.8% | +75.5% | -28.7% | +12.5% |
| 5Y | +40.2% | +59.4% | -19.1% | +10.9% |
| 10Y | +129.8% | +160.3% | -30.5% | +43.4% |
| All | +434.9% | +163.7% | +271.2% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling