+59.9%
B vs VEA
+155.2%
-95.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -6.2% | +1.8% | -8.0% | -7.2% |
| 30D | -6.6% | -0.9% | -5.7% | -6.0% |
| 3M | -7.9% | -5.0% | -2.8% | -4.7% |
| 6M | -16.8% | 0.0% | -16.8% | -16.0% |
| YTD | -11.7% | +12.2% | -23.9% | -16.0% |
| 1Y | +3.5% | +14.7% | -11.2% | -2.7% |
| 3Y | +165.7% | +73.2% | +92.5% | +100.6% |
| 5Y | +108.4% | +53.7% | +54.7% | +66.6% |
| 10Y | +212.7% | +159.3% | +53.4% | +83.9% |
| All | +59.9% | +155.2% | -95.2% | -7.4% |
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