+161.1%
VEA vs CAG
-36.2%
+197.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.5% | -5.7% | +4.2% | -0.7% |
| 30D | -0.8% | -2.4% | +1.6% | -0.6% |
| 3M | +2.5% | +9.8% | -7.3% | +1.0% |
| 6M | +11.1% | -10.8% | +22.0% | +12.6% |
| YTD | +17.2% | -10.8% | +28.0% | +18.4% |
| 1Y | +24.5% | -19.0% | +43.5% | +27.4% |
| 3Y | +75.4% | -39.7% | +115.1% | +85.9% |
| 5Y | +61.1% | -43.0% | +104.1% | +71.5% |
| All | +161.1% | -36.2% | +197.3% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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