+195.5%
AMGN vs VEA
+165.0%
+30.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.0% |
| 7D | -13.7% | -1.5% | -12.2% | -12.9% |
| 30D | -8.8% | -0.8% | -8.0% | -8.4% |
| 3M | +7.2% | +2.5% | +4.7% | +5.4% |
| 6M | +1.3% | +11.1% | -9.9% | -5.6% |
| YTD | +17.6% | +17.2% | +0.5% | +6.1% |
| 1Y | +37.2% | +24.5% | +12.7% | +19.2% |
| 3Y | +57.7% | +75.4% | -17.7% | +10.8% |
| 5Y | +106.3% | +61.1% | +45.2% | +52.1% |
| All | +195.5% | +165.0% | +30.5% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling