+161.1%
VEA vs CG
+314.7%
-153.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -1.5% | -9.9% | +8.4% | +1.5% |
| 30D | -0.8% | -11.7% | +10.8% | +2.5% |
| 3M | +2.5% | -4.3% | +6.8% | +3.3% |
| 6M | +11.1% | -8.8% | +19.9% | +13.2% |
| YTD | +17.2% | -26.9% | +44.0% | +26.4% |
| 1Y | +24.5% | -35.4% | +59.9% | +38.7% |
| 3Y | +75.4% | +43.0% | +32.4% | +46.9% |
| 5Y | +61.1% | +1.9% | +59.2% | +44.1% |
| All | +161.1% | +314.7% | -153.6% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling