+158.3%
VEA vs EXC
+83.6%
+74.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.8% | -1.9% | +3.8% | +2.7% |
| 30D | -0.9% | +7.8% | -8.7% | -4.2% |
| 3M | -5.0% | +1.9% | -6.9% | -6.0% |
| 6M | 0.0% | +3.4% | -3.4% | -2.2% |
| YTD | +12.2% | +7.6% | +4.6% | +7.2% |
| 1Y | +14.7% | +2.1% | +12.6% | +12.1% |
| 3Y | +73.2% | +29.6% | +43.6% | +48.5% |
| 5Y | +53.7% | +39.5% | +14.2% | +24.7% |
| 10Y | +159.3% | +200.2% | -40.9% | +34.3% |
| All | +158.3% | +83.6% | +74.7% | +53.2% |
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