+53.0%
VEA vs AS
+134.9%
-81.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.2% | +6.9% | -9.1% | -3.2% |
| 30D | -3.4% | +16.0% | -19.4% | -5.5% |
| 3M | -5.6% | -12.8% | +7.2% | -3.9% |
| 6M | -3.4% | -15.4% | +11.9% | -1.5% |
| YTD | +9.7% | -15.7% | +25.5% | +11.5% |
| 1Y | +15.4% | +6.1% | +9.3% | +13.8% |
| All | +53.0% | +134.9% | -81.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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