+161.1%
VEA vs DKS
+206.3%
-45.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -1.5% | -2.0% | +0.6% | -1.2% |
| 30D | -0.8% | -32.7% | +31.9% | +4.0% |
| 3M | +2.5% | -38.8% | +41.3% | +8.8% |
| 6M | +11.1% | -29.4% | +40.6% | +15.3% |
| YTD | +17.2% | -30.3% | +47.5% | +21.6% |
| 1Y | +24.5% | -39.6% | +64.1% | +31.7% |
| 3Y | +75.4% | +32.2% | +43.2% | +60.4% |
| 5Y | +61.1% | +15.1% | +46.0% | +45.4% |
| All | +161.1% | +206.3% | -45.3% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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