+81.0%
BSX vs VEA
+165.0%
-84.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.1% |
| 7D | -10.1% | -1.5% | -8.6% | -9.0% |
| 30D | -16.4% | -0.8% | -15.6% | -15.8% |
| 3M | -8.9% | +2.5% | -11.4% | -11.1% |
| 6M | -38.3% | +11.1% | -49.4% | -44.3% |
| YTD | -54.9% | +17.2% | -72.1% | -61.4% |
| 1Y | -58.8% | +24.5% | -83.3% | -66.7% |
| 3Y | -21.2% | +75.4% | -96.7% | -54.0% |
| 5Y | -3.3% | +61.1% | -64.4% | -38.9% |
| All | +81.0% | +165.0% | -84.1% | -30.0% |
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