+160.1%
VEA vs EXC
+83.5%
+76.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | 0.0% | +8.3% | -8.3% | -3.6% |
| 3M | -3.6% | +2.6% | -6.2% | -4.9% |
| 6M | -0.5% | +5.2% | -5.7% | -3.4% |
| YTD | +13.0% | +7.5% | +5.4% | +8.0% |
| 1Y | +16.3% | +3.2% | +13.1% | +13.1% |
| 3Y | +74.4% | +29.5% | +44.9% | +49.6% |
| 5Y | +55.8% | +39.7% | +16.2% | +26.4% |
| 10Y | +161.1% | +200.1% | -39.0% | +35.3% |
| All | +160.1% | +83.5% | +76.6% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling