+170.2%
VEA vs BG
+118.2%
+52.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.4% | +10.3% | -9.9% | -2.9% |
| 3M | +4.8% | -1.9% | +6.7% | +4.7% |
| 6M | +11.3% | +5.2% | +6.0% | +8.1% |
| YTD | +17.4% | +41.2% | -23.8% | +3.4% |
| 1Y | +26.2% | +50.5% | -24.3% | +8.2% |
| 3Y | +77.7% | +19.9% | +57.8% | +60.7% |
| 5Y | +60.9% | +86.7% | -25.8% | +20.6% |
| 10Y | +163.6% | +167.5% | -3.9% | +58.4% |
| All | +170.2% | +118.2% | +52.0% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling