+62.1%
VEA vs CP
+34.0%
+28.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.9% | +2.4% | -0.6% | +0.9% |
| 30D | +0.8% | -0.5% | +1.3% | +0.9% |
| 3M | +5.7% | +1.4% | +4.3% | +4.8% |
| 6M | +13.3% | +10.3% | +3.0% | +8.5% |
| YTD | +18.4% | +24.3% | -5.9% | +8.0% |
| 1Y | +27.0% | +20.4% | +6.5% | +17.1% |
| 3Y | +79.3% | +21.8% | +57.5% | +61.6% |
| 5Y | +62.1% | +31.5% | +30.6% | +38.8% |
| All | +62.1% | +34.0% | +28.1% | +38.8% |
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