+172.5%
VEA vs EL
+465.7%
-293.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +0.8% | +15.5% | -14.7% | -4.5% |
| 3M | +5.7% | +20.6% | -14.9% | -1.5% |
| 6M | +13.3% | +10.5% | +2.8% | +7.3% |
| YTD | +18.4% | -1.9% | +20.3% | +15.2% |
| 1Y | +27.0% | +16.1% | +10.9% | +15.5% |
| 3Y | +79.3% | -30.2% | +109.5% | +80.7% |
| 5Y | +62.1% | -67.4% | +129.5% | +115.6% |
| 10Y | +160.3% | +31.2% | +129.0% | +72.0% |
| All | +172.5% | +465.7% | -293.2% | -25.0% |
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