+248.6%
VEA vs DG
+577.8%
-329.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | +1.9% | -2.5% | +4.3% | +2.2% |
| 30D | +0.8% | +1.0% | -0.2% | +0.5% |
| 3M | +5.7% | +20.3% | -14.6% | +2.4% |
| 6M | +13.3% | -11.7% | +25.0% | +14.9% |
| YTD | +18.4% | -2.3% | +20.7% | +18.1% |
| 1Y | +27.0% | +20.0% | +6.9% | +22.1% |
| 3Y | +79.3% | +7.2% | +72.0% | +70.2% |
| 5Y | +62.1% | -37.9% | +100.1% | +69.0% |
| 10Y | +160.3% | +107.3% | +53.0% | +108.5% |
| All | +248.6% | +577.8% | -329.2% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling