+119.9%
VEA vs DT
+100.3%
+19.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.2% |
| 30D | -0.8% | +3.0% | -3.9% | -1.5% |
| 3M | +2.5% | +26.5% | -24.0% | -2.2% |
| 6M | +11.1% | +35.9% | -24.8% | +3.8% |
| YTD | +17.2% | +17.8% | -0.7% | +12.1% |
| 1Y | +24.5% | +4.1% | +20.5% | +21.8% |
| 3Y | +75.4% | +5.3% | +70.1% | +68.4% |
| 5Y | +61.1% | -27.2% | +88.3% | +59.4% |
| All | +119.9% | +100.3% | +19.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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