-57.3%
C vs VEA
+170.4%
-227.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.9% |
| 7D | +3.6% | +1.0% | +2.7% | +2.2% |
| 30D | +0.1% | +1.9% | -1.9% | -2.8% |
| 3M | +2.4% | +3.2% | -0.8% | -2.7% |
| 6M | +24.9% | +10.2% | +14.7% | +7.0% |
| YTD | +19.8% | +18.9% | +0.9% | -8.3% |
| 1Y | +44.9% | +29.3% | +15.5% | -2.0% |
| 3Y | +263.0% | +76.8% | +186.2% | +54.5% |
| 5Y | +129.5% | +61.2% | +68.3% | +10.6% |
| 10Y | +291.6% | +163.3% | +128.3% | -4.0% |
| All | -57.3% | +170.4% | -227.7% | -89.5% |
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