+89.2%
B vs VEA
+170.4%
-81.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | -1.6% | +1.0% | -2.6% | -2.1% |
| 30D | +9.4% | +1.9% | +7.5% | +8.3% |
| 3M | +5.0% | +3.2% | +1.8% | +3.5% |
| 6M | -3.5% | +10.2% | -13.8% | -8.0% |
| YTD | +4.5% | +18.9% | -14.4% | -4.3% |
| 1Y | +67.8% | +29.3% | +38.4% | +47.0% |
| 3Y | +196.7% | +76.8% | +119.9% | +120.2% |
| 5Y | +151.9% | +61.2% | +90.7% | +94.8% |
| 10Y | +202.2% | +163.3% | +38.9% | +75.6% |
| All | +89.2% | +170.4% | -81.3% | +5.6% |
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