+173.7%
VEA vs EW
+2,231.5%
-2,057.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +1.9% | +1.0% | +0.9% | +1.6% |
| 3M | +3.2% | +2.8% | +0.4% | +2.2% |
| 6M | +10.2% | +5.5% | +4.7% | +8.2% |
| YTD | +18.9% | +5.5% | +13.4% | +16.5% |
| 1Y | +29.3% | +11.0% | +18.3% | +24.7% |
| 3Y | +76.8% | +17.7% | +59.1% | +60.9% |
| 5Y | +61.2% | -25.7% | +87.0% | +64.2% |
| 10Y | +163.3% | +132.8% | +30.5% | +80.8% |
| All | +173.7% | +2,231.5% | -2,057.8% | -47.2% |
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