+54.0%
VEA vs COMP
-10.9%
+64.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +0.2% | +16.6% | -16.4% | -1.4% |
| 3M | -5.3% | -23.5% | +18.2% | -3.4% |
| 6M | -0.9% | +25.7% | -26.7% | -3.7% |
| YTD | +12.2% | -3.4% | +15.6% | +10.6% |
| 1Y | +16.1% | +7.6% | +8.5% | +13.3% |
| 3Y | +73.0% | +423.6% | -350.6% | +40.6% |
| All | +54.0% | -10.9% | +64.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling