+2,080.1%
LLY vs VEA
+161.1%
+1,919.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +6.7% | +2.3% | +4.5% | +5.5% |
| 30D | +19.6% | +0.2% | +19.4% | +19.4% |
| 3M | +19.7% | -5.3% | +25.1% | +23.1% |
| 6M | +42.7% | -0.9% | +43.7% | +42.4% |
| YTD | +35.1% | +12.2% | +22.9% | +25.3% |
| 1Y | +42.2% | +16.1% | +26.1% | +29.3% |
| 3Y | +140.8% | +73.0% | +67.8% | +75.3% |
| 5Y | +480.6% | +53.7% | +426.9% | +348.9% |
| All | +2,080.1% | +161.1% | +1,919.0% | +1,028.5% |
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 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