+173.7%
VEA vs DD
+181.6%
-7.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | -3.5% | +4.5% | +2.4% |
| 30D | +1.9% | -10.3% | +12.3% | +6.5% |
| 3M | +3.2% | -7.5% | +10.8% | +6.4% |
| 6M | +10.2% | -8.0% | +18.2% | +13.4% |
| YTD | +18.9% | +10.5% | +8.4% | +13.1% |
| 1Y | +29.3% | +38.3% | -8.9% | +11.6% |
| 3Y | +76.8% | +42.5% | +34.3% | +46.0% |
| 5Y | +61.2% | +60.2% | +1.1% | +24.2% |
| 10Y | +163.3% | +68.9% | +94.4% | +80.5% |
| All | +173.7% | +181.6% | -7.9% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling