-34.9%
TLT vs VEA
+60.9%
-95.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | 0.0% | +0.4% | -0.5% | -0.1% |
| 3M | -2.9% | +4.8% | -7.7% | -3.6% |
| 6M | -6.3% | +11.3% | -17.5% | -7.8% |
| YTD | -3.3% | +17.4% | -20.7% | -5.6% |
| 1Y | -4.2% | +26.2% | -30.4% | -7.3% |
| 3Y | -1.7% | +77.7% | -79.4% | -9.0% |
| 5Y | -34.9% | +60.9% | -95.8% | -42.6% |
| All | -34.9% | +60.9% | -95.7% | -42.6% |
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