+163.6%
VEA vs CMS
+116.0%
+47.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +0.4% | -1.3% | +1.7% | +0.8% |
| 3M | +4.8% | -5.4% | +10.2% | +6.2% |
| 6M | +11.3% | -10.3% | +21.6% | +14.3% |
| YTD | +17.4% | -0.2% | +17.6% | +16.8% |
| 1Y | +26.2% | -0.9% | +27.1% | +25.7% |
| 3Y | +77.7% | +34.0% | +43.8% | +60.3% |
| 5Y | +60.9% | +23.6% | +37.4% | +47.2% |
| 10Y | +163.6% | +122.2% | +41.3% | +116.5% |
| All | +163.6% | +116.0% | +47.6% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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