+161.1%
VEA vs BP
+137.7%
+23.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.5% | +5.2% | -6.7% | -3.0% |
| 30D | -0.8% | +8.7% | -9.5% | -3.4% |
| 3M | +2.5% | +9.3% | -6.9% | -0.8% |
| 6M | +11.1% | +13.6% | -2.4% | +5.5% |
| YTD | +17.2% | +37.7% | -20.5% | +4.1% |
| 1Y | +24.5% | +40.6% | -16.1% | +9.5% |
| 3Y | +75.4% | +40.3% | +35.1% | +51.7% |
| 5Y | +61.1% | +141.4% | -80.3% | +12.5% |
| All | +161.1% | +137.7% | +23.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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