+59.4%
VEA vs EL
-69.5%
+128.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -2.1% | -4.4% | +2.3% | -1.3% |
| 30D | -1.1% | +10.3% | -11.3% | -3.0% |
| 3M | +5.1% | +13.4% | -8.3% | +2.3% |
| 6M | +9.8% | +3.1% | +6.7% | +8.1% |
| YTD | +15.9% | -6.9% | +22.8% | +15.5% |
| 1Y | +24.6% | +11.9% | +12.6% | +19.3% |
| 3Y | +75.5% | -33.8% | +109.3% | +81.3% |
| 5Y | +59.4% | -69.0% | +128.3% | +105.2% |
| All | +59.4% | -69.5% | +128.9% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling