+54.0%
VEA vs DT
-37.8%
+91.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.3% | +3.1% | -0.9% | +1.8% |
| 30D | +0.2% | -29.5% | +29.7% | +5.4% |
| 3M | -5.3% | -11.7% | +6.4% | -4.0% |
| 6M | -0.9% | +29.0% | -29.9% | -6.1% |
| YTD | +12.2% | +3.4% | +8.8% | +9.7% |
| 1Y | +16.1% | -4.2% | +20.3% | +15.1% |
| 3Y | +73.0% | -12.8% | +85.8% | +71.7% |
| All | +54.0% | -37.8% | +91.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling