+23.5%
DEA price history and return analytics
+235.2%
-211.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.1% |
| 30D | -2.9% | -1.0% | -1.9% | -2.3% |
| 3M | +1.7% | +3.2% | -1.4% | -0.3% |
| 6M | +12.7% | +12.5% | +0.2% | +4.4% |
| YTD | +19.4% | +14.1% | +5.3% | +9.6% |
| 1Y | +10.3% | +18.9% | -8.6% | -1.4% |
| 3Y | -3.6% | +74.1% | -77.7% | -31.5% |
| 5Y | -32.4% | +66.9% | -99.3% | -51.2% |
| 10Y | -6.5% | +228.3% | -234.8% | -54.2% |
| All | +23.5% | +235.2% | -211.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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