+161.1%
VEA vs CAPR
-78.4%
+239.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.1% |
| 7D | -1.5% | -11.0% | +9.5% | -1.3% |
| 30D | -0.8% | +99.8% | -100.6% | -1.8% |
| 3M | +2.5% | -66.6% | +69.0% | +2.9% |
| 6M | +11.1% | -75.1% | +86.2% | +12.0% |
| YTD | +17.2% | -71.0% | +88.2% | +17.8% |
| 1Y | +24.5% | +30.0% | -5.5% | +19.7% |
| 3Y | +75.4% | +29.0% | +46.5% | +64.8% |
| 5Y | +61.1% | +70.8% | -9.7% | +49.1% |
| All | +161.1% | -78.4% | +239.5% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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