+126.7%
AMAT vs VEA
+49.6%
+77.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.9% |
| 7D | -14.7% | -2.2% | -12.5% | -11.1% |
| 30D | -36.1% | -3.4% | -32.7% | -31.8% |
| 3M | -36.9% | -5.6% | -31.2% | -29.9% |
| 6M | -22.2% | -3.4% | -18.7% | -14.6% |
| YTD | +29.9% | +9.7% | +20.2% | +17.1% |
| 1Y | +43.3% | +15.4% | +27.9% | +19.4% |
| 3Y | +142.7% | +68.5% | +74.1% | +13.0% |
| All | +126.7% | +49.6% | +77.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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