+173.7%
VEA vs BP
+69.1%
+104.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.0% | +3.9% | -3.0% | -0.8% |
| 30D | +1.9% | +7.6% | -5.7% | -1.5% |
| 3M | +3.2% | +0.7% | +2.5% | +2.0% |
| 6M | +10.2% | +15.5% | -5.3% | +1.5% |
| YTD | +18.9% | +30.8% | -11.9% | +3.1% |
| 1Y | +29.3% | +34.3% | -5.0% | +10.3% |
| 3Y | +76.8% | +35.1% | +41.7% | +46.5% |
| 5Y | +61.2% | +126.8% | -65.6% | +0.4% |
| 10Y | +163.3% | +123.4% | +39.9% | +47.3% |
| All | +173.7% | +69.1% | +104.6% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling