+158.3%
VEA vs BP
+78.4%
+79.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +2.3% | +3.8% | -1.5% | +0.7% |
| 30D | +0.2% | -5.3% | +5.5% | +2.2% |
| 3M | -5.3% | +9.3% | -14.6% | -9.6% |
| 6M | -0.9% | +7.2% | -8.1% | -5.5% |
| YTD | +12.2% | +38.0% | -25.8% | -5.6% |
| 1Y | +16.1% | +33.2% | -17.1% | -0.9% |
| 3Y | +73.0% | +50.3% | +22.7% | +36.2% |
| 5Y | +53.7% | +114.1% | -60.4% | -1.6% |
| 10Y | +159.3% | +140.7% | +18.6% | +39.4% |
| All | +158.3% | +78.4% | +79.9% | +40.1% |
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