+60.9%
VEA vs CAPR
+76.3%
-15.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.8% |
| 7D | +0.3% | -12.6% | +13.0% | +0.4% |
| 30D | +0.4% | +124.4% | -124.0% | -0.2% |
| 3M | +4.8% | -66.8% | +71.6% | +5.2% |
| 6M | +11.3% | -71.8% | +83.0% | +11.7% |
| YTD | +17.4% | -70.1% | +87.4% | +17.8% |
| 1Y | +26.2% | +33.3% | -7.1% | +23.1% |
| 3Y | +77.7% | +36.7% | +41.0% | +65.3% |
| 5Y | +60.9% | +72.5% | -11.5% | +42.6% |
| All | +60.9% | +76.3% | -15.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling