+160.1%
VEA vs CP
+676.4%
-516.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | 0.0% | +9.6% | -9.7% | -4.4% |
| 3M | -3.6% | +2.2% | -5.8% | -4.8% |
| 6M | -0.5% | +11.1% | -11.6% | -5.9% |
| YTD | +13.0% | +28.2% | -15.2% | -0.7% |
| 1Y | +16.3% | +32.2% | -15.9% | +0.6% |
| 3Y | +74.4% | +35.5% | +38.9% | +46.1% |
| 5Y | +55.8% | +26.8% | +29.1% | +32.1% |
| 10Y | +161.1% | +256.9% | -95.8% | +25.5% |
| All | +160.1% | +676.4% | -516.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling