+166.9%
VEA vs ADSK
+386.3%
-219.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -2.0% |
| 7D | -2.1% | -10.9% | +8.8% | +1.5% |
| 30D | -1.1% | -15.9% | +14.8% | +4.2% |
| 3M | +5.1% | -4.4% | +9.4% | +5.1% |
| 6M | +9.8% | -16.6% | +26.4% | +14.0% |
| YTD | +15.9% | -28.5% | +44.4% | +26.0% |
| 1Y | +24.6% | -34.6% | +59.2% | +39.4% |
| 3Y | +75.5% | -3.5% | +79.0% | +67.7% |
| 5Y | +59.4% | -25.6% | +85.0% | +59.0% |
| 10Y | +160.3% | +216.6% | -56.3% | +35.9% |
| All | +166.9% | +386.3% | -219.5% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling