+1,123.7%
CAT vs VEA
+162.2%
+961.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | +0.1% |
| 7D | +0.6% | -2.1% | +2.7% | +3.0% |
| 30D | -4.5% | -1.1% | -3.5% | -3.3% |
| 3M | -5.8% | +5.1% | -10.9% | -10.5% |
| 6M | +12.7% | +9.8% | +3.0% | +2.2% |
| YTD | +41.4% | +15.9% | +25.4% | +20.9% |
| 1Y | +92.1% | +24.6% | +67.5% | +51.9% |
| 3Y | +197.5% | +75.5% | +121.9% | +61.1% |
| 5Y | +327.9% | +59.4% | +268.5% | +157.5% |
| All | +1,123.7% | +162.2% | +961.5% | +368.2% |
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