+79.3%
VEA vs CAPR
+42.0%
+37.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | +1.9% | -9.5% | +11.3% | +1.9% |
| 30D | +0.8% | +121.5% | -120.7% | +0.3% |
| 3M | +5.7% | -65.4% | +71.1% | +5.9% |
| 6M | +13.3% | -67.5% | +80.8% | +13.6% |
| YTD | +18.4% | -68.6% | +87.0% | +18.7% |
| 1Y | +27.0% | +42.7% | -15.7% | +24.9% |
| 3Y | +79.3% | +43.4% | +35.9% | +69.6% |
| All | +79.3% | +42.0% | +37.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling