+79.3%
VEA vs EXC
+21.1%
+58.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.9% | +1.2% | +0.6% | +1.8% |
| 30D | +0.8% | -2.7% | +3.5% | +0.9% |
| 3M | +5.7% | -1.0% | +6.7% | +5.6% |
| 6M | +13.3% | -9.3% | +22.6% | +14.2% |
| YTD | +18.4% | +3.6% | +14.8% | +17.5% |
| 1Y | +27.0% | +5.9% | +21.0% | +25.5% |
| 3Y | +79.3% | +21.3% | +58.0% | +73.4% |
| All | +79.3% | +21.1% | +58.2% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling