+158.3%
VEA vs EW
+2,678.9%
-2,520.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.3% | +4.9% | -2.6% | +0.9% |
| 30D | +0.2% | +23.9% | -23.7% | -5.6% |
| 3M | -5.3% | +15.8% | -21.1% | -9.3% |
| 6M | -0.9% | +31.7% | -32.6% | -8.5% |
| YTD | +12.2% | +25.7% | -13.5% | +4.6% |
| 1Y | +16.1% | +24.4% | -8.3% | +8.5% |
| 3Y | +73.0% | +65.9% | +7.1% | +42.8% |
| 5Y | +53.7% | -7.6% | +61.3% | +47.2% |
| 10Y | +159.3% | +253.2% | -93.9% | +58.3% |
| All | +158.3% | +2,678.9% | -2,520.6% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling