-20.8%
TLT vs VEA
+162.2%
-183.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.7% |
| 30D | -1.3% | -1.1% | -0.3% | -1.4% |
| 3M | -3.7% | +5.1% | -8.8% | -3.4% |
| 6M | -6.4% | +9.8% | -16.1% | -5.6% |
| YTD | -4.5% | +15.9% | -20.4% | -3.2% |
| 1Y | -5.9% | +24.6% | -30.4% | -3.9% |
| 3Y | -2.8% | +75.5% | -78.3% | +3.4% |
| 5Y | -35.1% | +59.4% | -94.5% | -32.9% |
| All | -20.8% | +162.2% | -183.0% | -9.9% |
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