+160.5%
VEA vs CAPR
-65.7%
+226.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | +2.3% | +5.9% | -3.6% | +2.2% |
| 30D | +0.2% | +44.6% | -44.4% | -0.3% |
| 3M | -5.3% | +126.4% | -131.7% | -6.5% |
| 6M | -0.9% | -68.6% | +67.7% | -0.5% |
| YTD | +12.2% | -67.0% | +79.2% | +12.5% |
| 1Y | +16.1% | +65.2% | -49.1% | +11.3% |
| 3Y | +73.0% | +235.6% | -162.6% | +60.1% |
| 5Y | +53.7% | +175.4% | -121.7% | +41.2% |
| All | +160.5% | -65.7% | +226.2% | +128.8% |
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