+534.8%
AZN vs VEA
+163.7%
+371.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.5% |
| 7D | -3.1% | -2.1% | -1.0% | -1.8% |
| 30D | +0.6% | -1.1% | +1.6% | +1.2% |
| 3M | -10.8% | +5.1% | -15.9% | -13.9% |
| 6M | -18.1% | +9.8% | -27.9% | -23.5% |
| YTD | -12.3% | +15.9% | -28.2% | -20.9% |
| 1Y | -0.2% | +24.6% | -24.8% | -14.1% |
| 3Y | +23.4% | +75.5% | -52.2% | -15.1% |
| 5Y | +56.4% | +59.4% | -3.0% | +13.3% |
| 10Y | +225.7% | +160.3% | +65.3% | +68.9% |
| All | +534.8% | +163.7% | +371.1% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling