+169.7%
VEA vs BNY
+483.9%
-314.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.5% | -1.3% | -0.1% | -0.9% |
| 30D | -0.8% | -0.2% | -0.7% | -0.8% |
| 3M | +2.5% | +14.9% | -12.5% | -3.2% |
| 6M | +11.1% | +40.0% | -28.8% | -2.8% |
| YTD | +17.2% | +42.0% | -24.8% | +1.6% |
| 1Y | +24.5% | +56.9% | -32.3% | +3.7% |
| 3Y | +75.4% | +289.9% | -214.4% | +1.2% |
| 5Y | +61.1% | +259.2% | -198.1% | -5.7% |
| 10Y | +163.1% | +413.3% | -250.2% | +27.0% |
| All | +169.7% | +483.9% | -314.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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