+59.9%
VEA vs DTE
+30.3%
+29.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | -0.8% | -4.4% | +3.6% | +0.4% |
| 3M | +2.5% | -8.3% | +10.8% | +4.8% |
| 6M | +11.1% | -8.1% | +19.2% | +13.4% |
| YTD | +17.2% | +4.4% | +12.7% | +14.8% |
| 1Y | +24.5% | +0.2% | +24.3% | +23.5% |
| 3Y | +75.4% | +42.6% | +32.8% | +54.2% |
| All | +59.9% | +30.3% | +29.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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