+158.3%
VEA vs A
+600.0%
-441.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.3% | -0.5% | +2.7% | +2.5% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | -5.3% | +16.7% | -22.0% | -12.2% |
| 6M | -0.9% | +54.8% | -55.8% | -20.3% |
| YTD | +12.2% | +28.8% | -16.6% | -2.4% |
| 1Y | +16.1% | +19.3% | -3.2% | +4.6% |
| 3Y | +73.0% | +65.5% | +7.4% | +27.8% |
| 5Y | +53.7% | +12.1% | +41.6% | +33.0% |
| 10Y | +159.3% | +305.4% | -146.1% | +9.1% |
| All | +158.3% | +600.0% | -441.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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