+3,380.6%
LLY vs VEA
+170.4%
+3,210.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.7% |
| 30D | -1.6% | +1.9% | -3.6% | -2.7% |
| 3M | +2.3% | +3.2% | -0.9% | 0.0% |
| 6M | +14.9% | +10.2% | +4.7% | +8.0% |
| YTD | +7.5% | +18.9% | -11.4% | -3.3% |
| 1Y | +55.7% | +29.3% | +26.4% | +33.6% |
| 3Y | +110.6% | +76.8% | +33.8% | +51.3% |
| 5Y | +363.4% | +61.2% | +302.2% | +245.6% |
| 10Y | +1,649.0% | +163.3% | +1,485.7% | +866.4% |
| All | +3,380.6% | +170.4% | +3,210.2% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling