+75.4%
VEA vs DGX
+96.4%
-21.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -0.8% | -1.2% | +0.3% | -0.7% |
| 3M | +2.5% | +15.8% | -13.3% | +0.8% |
| 6M | +11.1% | +18.2% | -7.0% | +9.0% |
| YTD | +17.2% | +37.2% | -20.0% | +12.3% |
| 1Y | +24.5% | +30.4% | -5.8% | +20.2% |
| 3Y | +75.4% | +96.7% | -21.3% | +60.5% |
| All | +75.4% | +96.4% | -21.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling