+407.5%
CVX vs VEA
+169.3%
+238.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -0.6% | +1.9% | -2.5% | -2.2% |
| 30D | +13.4% | +0.8% | +12.7% | +12.5% |
| 3M | +11.8% | +5.7% | +6.1% | +5.4% |
| 6M | +12.4% | +13.3% | -0.9% | -2.3% |
| YTD | +41.5% | +18.4% | +23.1% | +17.6% |
| 1Y | +41.6% | +27.0% | +14.7% | +10.1% |
| 3Y | +42.2% | +79.3% | -37.0% | -20.9% |
| 5Y | +166.0% | +62.1% | +103.8% | +59.8% |
| 10Y | +207.2% | +160.3% | +47.0% | +23.9% |
| All | +407.5% | +169.3% | +238.2% | +78.4% |
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