+158.3%
VEA vs DD
+229.0%
-70.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.3% | +5.0% | -2.7% | +0.2% |
| 30D | +0.2% | +19.7% | -19.5% | -7.2% |
| 3M | -5.3% | +7.2% | -12.5% | -8.4% |
| 6M | -0.9% | +1.0% | -2.0% | -2.0% |
| YTD | +12.2% | +29.1% | -16.9% | -0.2% |
| 1Y | +16.1% | +28.5% | -12.4% | +3.4% |
| 3Y | +73.0% | +89.4% | -16.5% | +26.9% |
| 5Y | +53.7% | +67.1% | -13.4% | +16.6% |
| 10Y | +159.3% | +97.5% | +61.8% | +66.2% |
| All | +158.3% | +229.0% | -70.7% | +32.6% |
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