+161.1%
VEA vs EL
+26.1%
+134.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.5% | -6.5% | +5.0% | +0.1% |
| 30D | -0.8% | +11.1% | -12.0% | -3.6% |
| 3M | +2.5% | +10.7% | -8.2% | -0.5% |
| 6M | +11.1% | +6.9% | +4.3% | +7.9% |
| YTD | +17.2% | -6.3% | +23.5% | +16.4% |
| 1Y | +24.5% | +13.5% | +11.0% | +17.2% |
| 3Y | +75.4% | -33.1% | +108.5% | +80.8% |
| 5Y | +61.1% | -68.8% | +129.8% | +109.6% |
| All | +161.1% | +26.1% | +134.9% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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