+192.5%
JNJ vs VEA
+165.0%
+27.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.5% | -1.5% | -2.1% | -3.0% |
| 30D | +2.3% | -0.8% | +3.1% | +2.6% |
| 3M | +12.0% | +2.5% | +9.5% | +10.5% |
| 6M | +10.5% | +11.1% | -0.7% | +5.0% |
| YTD | +30.4% | +17.2% | +13.2% | +20.9% |
| 1Y | +52.1% | +24.5% | +27.6% | +37.2% |
| 3Y | +77.8% | +75.4% | +2.4% | +35.8% |
| 5Y | +82.9% | +61.1% | +21.8% | +45.1% |
| All | +192.5% | +165.0% | +27.5% | +77.3% |
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