+156.9%
VEA vs CL
+78.1%
+78.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | 0.0% | +2.6% | -2.6% | -0.7% |
| 30D | -1.4% | +11.8% | -13.2% | -4.6% |
| 3M | -4.1% | +5.9% | -10.0% | -5.9% |
| 6M | -1.3% | +13.3% | -14.6% | -5.5% |
| YTD | +12.1% | +27.1% | -15.0% | +3.2% |
| 1Y | +16.1% | +28.0% | -11.9% | +6.5% |
| 3Y | +73.0% | +39.4% | +33.6% | +51.2% |
| 5Y | +55.1% | +40.8% | +14.4% | +33.7% |
| 10Y | +156.9% | +84.9% | +72.1% | +101.5% |
| All | +156.9% | +78.1% | +78.8% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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