+160.4%
VEA vs ALL
+376.2%
-215.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.9% | +12.8% | -13.7% | -4.4% |
| 3M | -5.0% | +4.7% | -9.7% | -6.6% |
| 6M | 0.0% | +24.9% | -24.9% | -7.7% |
| YTD | +12.2% | +30.0% | -17.8% | +1.8% |
| 1Y | +14.7% | +29.9% | -15.2% | +4.0% |
| 3Y | +73.2% | +117.5% | -44.4% | +27.6% |
| 5Y | +53.7% | +161.7% | -108.0% | +1.7% |
| All | +160.4% | +376.2% | -215.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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