+20.5%
VEA vs DLR
+11.0%
+9.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | +0.7% | +2.8% | -2.2% | -0.1% |
| 30D | -0.4% | +2.8% | -3.2% | -1.2% |
| 3M | -1.7% | -4.0% | +2.3% | -0.8% |
| 6M | +5.1% | -5.6% | +10.7% | +7.2% |
| YTD | +14.4% | +21.9% | -7.5% | +9.3% |
| 1Y | +20.5% | +13.0% | +7.5% | +15.9% |
| All | +20.5% | +11.0% | +9.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling