+158.3%
VEA vs EW
+126.7%
+31.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.1% | -3.4% | +1.3% | -1.3% |
| 30D | -1.1% | -7.4% | +6.3% | +0.7% |
| 3M | +5.1% | +0.9% | +4.2% | +4.6% |
| 6M | +9.8% | +1.2% | +8.6% | +9.1% |
| YTD | +15.9% | +1.8% | +14.1% | +14.9% |
| 1Y | +24.6% | +10.8% | +13.7% | +20.7% |
| 3Y | +75.5% | +17.1% | +58.4% | +61.5% |
| 5Y | +59.4% | -28.2% | +87.6% | +64.3% |
| All | +158.3% | +126.7% | +31.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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