+158.3%
VEA vs EL
+521.7%
-363.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.3% | +1.5% | +0.7% | +1.8% |
| 30D | +0.2% | +10.0% | -9.8% | -3.1% |
| 3M | -5.3% | +28.4% | -33.8% | -13.6% |
| 6M | -0.9% | +37.1% | -38.0% | -12.2% |
| YTD | +12.2% | +7.8% | +4.4% | +5.5% |
| 1Y | +16.1% | +26.0% | -9.9% | +3.1% |
| 3Y | +73.0% | +3.8% | +69.2% | +51.1% |
| 5Y | +53.7% | -65.2% | +118.9% | +100.6% |
| 10Y | +159.3% | +62.1% | +97.2% | +56.8% |
| All | +158.3% | +521.7% | -363.4% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling