+161.1%
VEA vs CP
+232.0%
-70.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | -2.6% | +1.1% | -0.3% |
| 30D | -0.8% | -3.7% | +2.9% | +0.7% |
| 3M | +2.5% | +0.1% | +2.3% | +2.1% |
| 6M | +11.1% | +7.8% | +3.3% | +7.0% |
| YTD | +17.2% | +21.7% | -4.5% | +6.7% |
| 1Y | +24.5% | +18.6% | +5.9% | +14.5% |
| 3Y | +75.4% | +17.5% | +57.9% | +59.1% |
| 5Y | +61.1% | +35.4% | +25.7% | +34.3% |
| All | +161.1% | +232.0% | -70.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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