+75.7%
VEA vs ALM
+2,150.5%
-2,074.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.7% |
| 7D | +0.3% | +3.6% | -3.3% | +0.1% |
| 30D | +0.4% | +33.8% | -33.4% | -1.1% |
| 3M | +4.8% | +14.8% | -10.0% | +3.6% |
| 6M | +11.3% | -7.0% | +18.2% | +10.5% |
| YTD | +17.4% | +108.1% | -90.7% | +13.7% |
| 1Y | +26.2% | +313.8% | -287.6% | +19.4% |
| All | +75.7% | +2,150.5% | -2,074.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling