+173.7%
VEA vs DRI
+932.3%
-758.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +1.9% | +3.8% | -1.9% | +0.7% |
| 3M | +3.2% | +13.0% | -9.8% | -0.9% |
| 6M | +10.2% | +8.3% | +1.9% | +7.0% |
| YTD | +18.9% | +20.6% | -1.7% | +11.4% |
| 1Y | +29.3% | +6.5% | +22.9% | +25.4% |
| 3Y | +76.8% | +53.7% | +23.1% | +50.6% |
| 5Y | +61.2% | +72.7% | -11.4% | +30.5% |
| 10Y | +163.3% | +363.2% | -199.9% | +37.2% |
| All | +173.7% | +932.3% | -758.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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