+161.1%
VEA vs DG
+101.8%
+59.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -1.5% | -6.5% | +5.0% | -0.6% |
| 30D | -0.8% | +4.2% | -5.0% | -1.4% |
| 3M | +2.5% | +9.5% | -7.0% | +1.0% |
| 6M | +11.1% | -13.1% | +24.3% | +12.8% |
| YTD | +17.2% | -4.8% | +22.0% | +17.3% |
| 1Y | +24.5% | +20.6% | +3.9% | +20.3% |
| 3Y | +75.4% | +4.9% | +70.5% | +68.4% |
| 5Y | +61.1% | -37.9% | +99.0% | +69.2% |
| All | +161.1% | +101.8% | +59.3% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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