+161.1%
VEA vs DD
+66.6%
+94.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -1.5% | -3.5% | +2.0% | -0.2% |
| 30D | -0.8% | -11.7% | +10.8% | +3.6% |
| 3M | +2.5% | -9.2% | +11.7% | +5.9% |
| 6M | +11.1% | -7.2% | +18.3% | +13.6% |
| YTD | +17.2% | +6.6% | +10.6% | +13.7% |
| 1Y | +24.5% | +32.0% | -7.5% | +11.5% |
| 3Y | +75.4% | +42.1% | +33.3% | +49.1% |
| 5Y | +61.1% | +58.1% | +3.0% | +29.1% |
| All | +161.1% | +66.6% | +94.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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