+60.9%
VEA vs BP
+141.6%
-80.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.2% |
| 7D | +0.3% | +4.0% | -3.7% | -0.6% |
| 30D | +0.4% | +7.8% | -7.4% | -1.3% |
| 3M | +4.8% | +8.4% | -3.6% | +2.6% |
| 6M | +11.3% | +15.1% | -3.8% | +6.4% |
| YTD | +17.4% | +36.4% | -19.0% | +6.7% |
| 1Y | +26.2% | +40.9% | -14.7% | +13.4% |
| 3Y | +77.7% | +38.8% | +38.9% | +57.9% |
| 5Y | +60.9% | +141.1% | -80.2% | +18.4% |
| All | +60.9% | +141.6% | -80.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling