+161.1%
VEA vs ADSK
+222.2%
-61.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.5% | -2.5% | +1.1% | -0.9% |
| 30D | -0.8% | -14.9% | +14.0% | +2.9% |
| 3M | +2.5% | +3.3% | -0.9% | +0.6% |
| 6M | +11.1% | -15.7% | +26.8% | +14.3% |
| YTD | +17.2% | -28.2% | +45.4% | +25.2% |
| 1Y | +24.5% | -34.5% | +59.1% | +36.4% |
| 3Y | +75.4% | -2.9% | +78.3% | +69.1% |
| 5Y | +61.1% | -25.3% | +86.4% | +60.8% |
| All | +161.1% | +222.2% | -61.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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