-15.1%
F vs VEA
+53.9%
-69.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -2.8% |
| 7D | -0.6% | +0.4% | -1.0% | -1.3% |
| 30D | +2.9% | -0.7% | +3.5% | +3.5% |
| 3M | -9.5% | -3.9% | -5.6% | -5.4% |
| 6M | +4.0% | -0.6% | +4.6% | +4.0% |
| YTD | -1.3% | +12.9% | -14.2% | -16.0% |
| 1Y | -1.9% | +18.4% | -20.3% | -21.3% |
| 3Y | +53.5% | +75.3% | -21.8% | -27.7% |
| 5Y | -15.1% | +54.3% | -69.5% | -49.2% |
| All | -15.1% | +53.9% | -69.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling