+166.9%
VEA vs BDX
+324.3%
-157.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.4% |
| 7D | -2.1% | -5.4% | +3.3% | +0.3% |
| 30D | -1.1% | -2.2% | +1.1% | -0.2% |
| 3M | +5.1% | +20.1% | -15.0% | -3.8% |
| 6M | +9.8% | +9.1% | +0.7% | +4.6% |
| YTD | +15.9% | +17.9% | -2.0% | +6.2% |
| 1Y | +24.6% | +22.1% | +2.5% | +12.0% |
| 3Y | +75.5% | -10.5% | +86.1% | +77.4% |
| 5Y | +59.4% | -2.6% | +62.0% | +51.2% |
| 10Y | +160.3% | +57.5% | +102.8% | +67.9% |
| All | +166.9% | +324.3% | -157.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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