+65.8%
VEA vs COMP
-49.2%
+115.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +2.4% |
| 7D | +0.4% | +14.5% | -14.1% | -0.9% |
| 30D | -0.7% | +14.9% | -15.6% | -2.1% |
| 3M | -3.9% | -14.2% | +10.4% | -2.9% |
| 6M | -0.6% | +23.7% | -24.3% | -3.1% |
| YTD | +12.9% | +2.1% | +10.9% | +10.9% |
| 1Y | +18.4% | +26.2% | -7.8% | +14.0% |
| 3Y | +75.3% | +470.9% | -395.6% | +42.2% |
| 5Y | +54.3% | -14.0% | +68.3% | +37.1% |
| All | +65.8% | -49.2% | +115.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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