+156.9%
VEA vs CSGP
+61.5%
+95.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.2% |
| 7D | 0.0% | -3.2% | +3.1% | +0.6% |
| 30D | -1.4% | +2.2% | -3.6% | -2.5% |
| 3M | -4.1% | -3.7% | -0.4% | -4.4% |
| 6M | -1.3% | -7.4% | +6.1% | -1.5% |
| YTD | +12.1% | -54.9% | +67.0% | +31.4% |
| 1Y | +16.1% | -54.9% | +70.9% | +35.9% |
| 3Y | +73.0% | -61.9% | +134.9% | +107.1% |
| 5Y | +55.1% | -63.1% | +118.2% | +82.8% |
| 10Y | +156.9% | +65.1% | +91.8% | +120.7% |
| All | +156.9% | +61.5% | +95.5% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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