+163.6%
VEA vs D
+34.1%
+129.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | +0.4% | -2.1% | +2.5% | +1.0% |
| 3M | +4.8% | -0.7% | +5.6% | +4.9% |
| 6M | +11.3% | +5.6% | +5.7% | +9.3% |
| YTD | +17.4% | +14.6% | +2.8% | +12.7% |
| 1Y | +26.2% | +15.3% | +10.9% | +20.7% |
| 3Y | +77.7% | +59.1% | +18.6% | +53.0% |
| 5Y | +60.9% | +3.9% | +57.0% | +56.0% |
| 10Y | +163.6% | +38.5% | +125.1% | +137.5% |
| All | +163.6% | +34.1% | +129.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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