+390.2%
LLY vs VEA
+60.9%
+329.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -8.6% | +0.4% | -9.1% | -8.8% |
| 3M | -1.6% | +4.8% | -6.5% | -4.1% |
| 6M | +11.8% | +11.3% | +0.6% | +5.5% |
| YTD | +5.1% | +17.4% | -12.3% | -3.5% |
| 1Y | +50.7% | +26.2% | +24.5% | +33.6% |
| 3Y | +95.7% | +77.7% | +18.0% | +49.9% |
| 5Y | +390.2% | +60.9% | +329.2% | +296.0% |
| All | +390.2% | +60.9% | +329.3% | +296.0% |
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