+67.8%
B vs VEA
+154.9%
-87.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.6% |
| 7D | +7.1% | 0.0% | +7.1% | +7.2% |
| 30D | -3.3% | -1.4% | -1.9% | -2.4% |
| 3M | -2.5% | -4.1% | +1.6% | +0.3% |
| 6M | -7.2% | -1.3% | -5.9% | -5.6% |
| YTD | -7.4% | +12.1% | -19.4% | -11.8% |
| 1Y | +16.4% | +16.1% | +0.4% | +8.8% |
| 3Y | +178.7% | +73.0% | +105.7% | +110.6% |
| 5Y | +121.7% | +55.1% | +66.6% | +76.4% |
| 10Y | +208.6% | +156.9% | +51.7% | +82.5% |
| All | +67.8% | +154.9% | -87.1% | -2.8% |
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