+25.5%
DVN vs VEU
+185.0%
-159.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.6% |
| 7D | +2.5% | -1.9% | +4.4% | +4.7% |
| 30D | +10.2% | -0.7% | +10.9% | +10.8% |
| 3M | +8.1% | +4.9% | +3.2% | +0.7% |
| 6M | +15.9% | +9.8% | +6.0% | -0.8% |
| YTD | +38.2% | +15.3% | +22.9% | +11.1% |
| 1Y | +44.5% | +23.0% | +21.4% | +7.0% |
| 3Y | +5.1% | +73.5% | -68.3% | -49.0% |
| 5Y | +124.3% | +54.5% | +69.8% | +26.5% |
| 10Y | +65.9% | +150.4% | -84.5% | -39.0% |
| All | +25.5% | +185.0% | -159.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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