+688.6%
CAT vs VEA
+161.1%
+527.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +7.4% | +2.3% | +5.2% | +4.9% |
| 30D | -19.7% | +0.2% | -19.9% | -19.8% |
| 3M | -29.6% | -5.3% | -24.3% | -24.9% |
| 6M | -33.2% | -0.9% | -32.3% | -32.0% |
| YTD | +5.7% | +12.2% | -6.5% | -6.1% |
| 1Y | +9.3% | +16.1% | -6.7% | -6.3% |
| 3Y | +158.3% | +73.0% | +85.3% | +42.2% |
| 5Y | +211.6% | +53.7% | +157.9% | +95.5% |
| All | +688.6% | +161.1% | +527.5% | +199.8% |
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 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