+55.1%
VEA vs CP
+25.5%
+29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +2.8% | -2.8% | -1.0% |
| 30D | -1.4% | +11.0% | -12.5% | -5.3% |
| 3M | -4.1% | +3.8% | -7.9% | -5.6% |
| 6M | -1.3% | +9.5% | -10.8% | -5.2% |
| YTD | +12.1% | +28.2% | -16.1% | +0.9% |
| 1Y | +16.1% | +33.0% | -16.9% | +2.9% |
| 3Y | +73.0% | +35.5% | +37.5% | +49.0% |
| 5Y | +55.1% | +25.8% | +29.3% | +34.9% |
| All | +55.1% | +25.5% | +29.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling