+54.0%
VEA vs DD
+67.2%
-13.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | +5.0% | -2.7% | +0.5% |
| 30D | +0.2% | +19.7% | -19.5% | -6.3% |
| 3M | -5.3% | +7.2% | -12.5% | -8.0% |
| 6M | -0.9% | +1.0% | -2.0% | -1.8% |
| YTD | +12.2% | +29.1% | -16.9% | +1.3% |
| 1Y | +16.1% | +28.5% | -12.4% | +4.9% |
| 3Y | +73.0% | +89.4% | -16.5% | +30.2% |
| All | +54.0% | +67.2% | -13.3% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling