+173.7%
VEA vs CB
+728.6%
-554.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +1.9% | -3.1% | +5.1% | +3.3% |
| 3M | +3.2% | +9.0% | -5.7% | -1.7% |
| 6M | +10.2% | +2.9% | +7.4% | +7.7% |
| YTD | +18.9% | +10.1% | +8.8% | +12.2% |
| 1Y | +29.3% | +22.8% | +6.5% | +15.5% |
| 3Y | +76.8% | +73.8% | +3.0% | +31.2% |
| 5Y | +61.2% | +99.2% | -37.9% | +10.0% |
| 10Y | +163.3% | +218.2% | -54.9% | +32.9% |
| All | +173.7% | +728.6% | -554.9% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling