+62.1%
VEA vs CB
+98.8%
-36.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +0.8% | -3.9% | +4.7% | +1.7% |
| 3M | +5.7% | +4.9% | +0.8% | +3.8% |
| 6M | +13.3% | +3.3% | +10.0% | +11.6% |
| YTD | +18.4% | +8.5% | +9.9% | +14.7% |
| 1Y | +27.0% | +22.1% | +4.9% | +18.2% |
| 3Y | +79.3% | +70.1% | +9.1% | +45.8% |
| 5Y | +62.1% | +97.4% | -35.3% | +23.2% |
| All | +62.1% | +98.8% | -36.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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