+246.9%
VEA vs CG
+351.2%
-104.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | +1.0% | -4.3% | +5.3% | +2.2% |
| 30D | +1.9% | -5.1% | +7.0% | +3.2% |
| 3M | +3.2% | +8.7% | -5.5% | +0.5% |
| 6M | +10.2% | -9.2% | +19.5% | +12.4% |
| YTD | +18.9% | -18.9% | +37.8% | +24.4% |
| 1Y | +29.3% | -25.6% | +55.0% | +38.0% |
| 3Y | +76.8% | +57.3% | +19.5% | +46.5% |
| 5Y | +61.2% | +10.2% | +51.1% | +42.7% |
| 10Y | +163.3% | +364.2% | -200.9% | +53.5% |
| All | +246.9% | +351.2% | -104.2% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling