+2,121.2%
COST vs VEA
+167.0%
+1,954.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | -5.3% | +0.4% | -5.7% | -5.5% |
| 3M | -6.7% | +4.8% | -11.5% | -9.3% |
| 6M | -9.9% | +11.3% | -21.2% | -15.7% |
| YTD | +5.1% | +17.4% | -12.3% | -4.4% |
| 1Y | -7.3% | +26.2% | -33.5% | -19.0% |
| 3Y | +70.4% | +77.7% | -7.3% | +23.6% |
| 5Y | +104.4% | +60.9% | +43.5% | +55.5% |
| 10Y | +609.0% | +163.6% | +445.4% | +312.0% |
| All | +2,121.2% | +167.0% | +1,954.2% | +1,080.5% |
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