+158.3%
VEA vs EXC
+159.4%
-1.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.1% | -1.6% | -0.4% | -1.6% |
| 30D | -1.1% | -2.4% | +1.3% | -0.3% |
| 3M | +5.1% | -4.0% | +9.0% | +6.1% |
| 6M | +9.8% | -9.8% | +19.6% | +12.9% |
| YTD | +15.9% | +2.3% | +13.6% | +14.1% |
| 1Y | +24.6% | +3.8% | +20.7% | +21.7% |
| 3Y | +75.5% | +19.7% | +55.8% | +60.7% |
| 5Y | +59.4% | +45.6% | +13.8% | +33.3% |
| All | +158.3% | +159.4% | -1.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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