+173.7%
VEA vs CAPR
-99.1%
+272.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +1.0% | -2.0% | +2.9% | +1.0% |
| 30D | +1.9% | +139.2% | -137.2% | +0.8% |
| 3M | +3.2% | -66.4% | +69.6% | +3.6% |
| 6M | +10.2% | -63.1% | +73.4% | +10.5% |
| YTD | +18.9% | -67.4% | +86.3% | +19.3% |
| 1Y | +29.3% | +58.2% | -28.9% | +24.4% |
| 3Y | +76.8% | +42.2% | +34.6% | +67.5% |
| 5Y | +61.2% | +87.3% | -26.0% | +51.2% |
| 10Y | +163.3% | -75.3% | +238.6% | +138.6% |
| All | +173.7% | -99.1% | +272.7% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling