+173.7%
VEA vs D
+244.5%
-70.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.1% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | +1.9% | -3.6% | +5.5% | +3.6% |
| 3M | +3.2% | -1.0% | +4.2% | +3.4% |
| 6M | +10.2% | +6.3% | +4.0% | +6.3% |
| YTD | +18.9% | +14.7% | +4.2% | +10.5% |
| 1Y | +29.3% | +16.9% | +12.4% | +18.7% |
| 3Y | +76.8% | +56.8% | +20.0% | +36.1% |
| 5Y | +61.2% | +5.2% | +56.0% | +49.2% |
| 10Y | +163.3% | +35.9% | +127.4% | +88.1% |
| All | +173.7% | +244.5% | -70.8% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling