+64.6%
VEA vs COMP
-53.0%
+117.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.7% | -0.1% |
| 7D | 0.0% | +7.2% | -7.2% | -0.7% |
| 30D | -1.4% | +6.4% | -7.8% | -2.2% |
| 3M | -4.1% | -19.4% | +15.3% | -2.6% |
| 6M | -1.3% | +14.6% | -15.9% | -3.2% |
| YTD | +12.1% | -5.5% | +17.6% | +10.8% |
| 1Y | +16.1% | +13.7% | +2.4% | +12.8% |
| 3Y | +73.0% | +409.7% | -336.7% | +41.8% |
| 5Y | +55.1% | -17.0% | +72.1% | +38.4% |
| All | +64.6% | -53.0% | +117.5% | +48.7% |
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