+75.4%
VEA vs BG
+18.0%
+57.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.5% | +3.1% | -4.6% | -1.8% |
| 30D | -0.8% | +10.2% | -11.1% | -2.0% |
| 3M | +2.5% | -1.7% | +4.1% | +2.6% |
| 6M | +11.1% | +1.0% | +10.2% | +10.7% |
| YTD | +17.2% | +39.9% | -22.7% | +11.2% |
| 1Y | +24.5% | +53.2% | -28.7% | +16.3% |
| 3Y | +75.4% | +16.3% | +59.2% | +67.1% |
| All | +75.4% | +18.0% | +57.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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