+226.4%
T vs VEA
+170.4%
+56.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.2% |
| 7D | -1.3% | +1.0% | -2.2% | -1.8% |
| 30D | +11.4% | +1.9% | +9.4% | +10.1% |
| 3M | +14.3% | +3.2% | +11.1% | +11.6% |
| 6M | -9.3% | +10.2% | -19.5% | -15.2% |
| YTD | +7.1% | +18.9% | -11.8% | -4.6% |
| 1Y | -9.1% | +29.3% | -38.4% | -23.0% |
| 3Y | +105.3% | +76.8% | +28.6% | +42.3% |
| 5Y | +66.8% | +61.2% | +5.6% | +20.8% |
| 10Y | +66.8% | +163.3% | -96.5% | -11.4% |
| All | +226.4% | +170.4% | +56.0% | +59.0% |
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 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