+68.5%
VEA vs COMP
+353.8%
-285.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -1.4% |
| 7D | -2.2% | +13.4% | -15.7% | -3.3% |
| 30D | -3.4% | +11.1% | -14.5% | -4.4% |
| 3M | -5.6% | -18.8% | +13.2% | -4.3% |
| 6M | -3.4% | +10.5% | -13.9% | -4.9% |
| YTD | +9.7% | -3.4% | +13.1% | +8.0% |
| 1Y | +15.4% | +19.7% | -4.3% | +11.8% |
| 3Y | +68.5% | +381.6% | -313.1% | +42.6% |
| All | +68.5% | +353.8% | -285.2% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling