+170.2%
VEA vs BR
+1,277.4%
-1,107.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | -5.0% | +5.3% | +2.5% |
| 30D | +0.4% | -2.5% | +2.9% | +1.4% |
| 3M | +4.8% | +13.5% | -8.7% | -1.9% |
| 6M | +11.3% | -9.4% | +20.7% | +14.5% |
| YTD | +17.4% | -23.3% | +40.7% | +29.4% |
| 1Y | +26.2% | -31.6% | +57.8% | +46.5% |
| 3Y | +77.7% | -5.1% | +82.8% | +74.2% |
| 5Y | +60.9% | +8.2% | +52.7% | +44.8% |
| 10Y | +163.6% | +189.8% | -26.3% | +38.3% |
| All | +170.2% | +1,277.4% | -1,107.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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