+160.1%
VEA vs CL
+347.9%
-187.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | 0.0% | +9.5% | -9.6% | -4.8% |
| 3M | -3.6% | +6.8% | -10.3% | -7.1% |
| 6M | -0.5% | +14.3% | -14.8% | -8.3% |
| YTD | +13.0% | +27.0% | -14.0% | -2.1% |
| 1Y | +16.3% | +26.3% | -10.0% | +0.9% |
| 3Y | +74.4% | +39.3% | +35.2% | +39.1% |
| 5Y | +55.8% | +41.5% | +14.3% | +20.7% |
| 10Y | +161.1% | +84.1% | +77.0% | +60.5% |
| All | +160.1% | +347.9% | -187.8% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling