+3.7%
DVN vs VEA
+167.0%
-163.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +2.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.5% |
| 30D | +8.0% | +0.4% | +7.5% | +7.2% |
| 3M | +11.9% | +4.8% | +7.1% | +4.1% |
| 6M | +10.6% | +11.3% | -0.6% | -6.9% |
| YTD | +35.4% | +17.4% | +18.0% | +6.1% |
| 1Y | +46.5% | +26.2% | +20.3% | +4.8% |
| 3Y | +3.0% | +77.7% | -74.8% | -52.0% |
| 5Y | +120.5% | +60.9% | +59.6% | +17.0% |
| 10Y | +62.5% | +163.6% | -101.1% | -44.8% |
| All | +3.7% | +167.0% | -163.3% | -67.5% |
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