+173.7%
VEA vs ALL
+642.9%
-469.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.0% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | +1.9% | -1.5% | +3.4% | +2.3% |
| 3M | +3.2% | +23.6% | -20.4% | -6.4% |
| 6M | +10.2% | +22.3% | -12.1% | +0.1% |
| YTD | +18.9% | +26.5% | -7.6% | +6.0% |
| 1Y | +29.3% | +27.0% | +2.3% | +14.6% |
| 3Y | +76.8% | +149.6% | -72.8% | +13.8% |
| 5Y | +61.2% | +118.1% | -56.9% | +6.6% |
| 10Y | +163.3% | +369.0% | -205.7% | +17.7% |
| All | +173.7% | +642.9% | -469.2% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling