+158.0%
VEA vs CMS
+681.8%
-523.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -1.4% | +7.4% | -8.8% | -4.9% |
| 3M | -4.1% | +1.9% | -6.0% | -5.1% |
| 6M | -1.3% | -2.3% | +1.0% | -0.9% |
| YTD | +12.1% | +3.0% | +9.1% | +9.3% |
| 1Y | +16.1% | -2.8% | +18.8% | +16.4% |
| 3Y | +73.0% | +37.9% | +35.1% | +42.8% |
| 5Y | +55.1% | +34.0% | +21.2% | +26.7% |
| 10Y | +156.9% | +138.1% | +18.8% | +36.5% |
| All | +158.0% | +681.8% | -523.8% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling