+170.2%
VEA vs DKS
+574.1%
-403.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | +0.4% | -37.7% | +38.2% | +9.3% |
| 3M | +4.8% | -38.9% | +43.7% | +14.3% |
| 6M | +11.3% | -31.1% | +42.3% | +17.7% |
| YTD | +17.4% | -31.8% | +49.2% | +24.3% |
| 1Y | +26.2% | -38.0% | +64.2% | +35.8% |
| 3Y | +77.7% | +28.6% | +49.1% | +56.3% |
| 5Y | +60.9% | +12.5% | +48.4% | +38.6% |
| 10Y | +163.6% | +198.3% | -34.8% | +58.1% |
| All | +170.2% | +574.1% | -403.9% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling