+533.8%
ISRG vs VEA
+161.1%
+372.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.4% |
| 7D | -6.1% | +1.8% | -7.9% | -7.9% |
| 30D | +4.2% | -0.9% | +5.1% | +5.3% |
| 3M | +9.6% | -5.0% | +14.7% | +15.5% |
| 6M | +1.9% | 0.0% | +1.9% | +0.5% |
| YTD | -22.3% | +12.2% | -34.5% | -33.4% |
| 1Y | -23.2% | +14.7% | -37.9% | -35.8% |
| 3Y | +58.5% | +73.2% | -14.7% | -18.2% |
| 5Y | +23.9% | +53.7% | -29.8% | -25.7% |
| All | +533.8% | +161.1% | +372.8% | +145.6% |
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