+163.6%
VEA vs FE
+110.4%
+53.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.4% | -1.2% | +1.6% | +0.7% |
| 3M | +4.8% | +1.7% | +3.2% | +4.2% |
| 6M | +11.3% | -7.5% | +18.7% | +13.3% |
| YTD | +17.4% | +6.3% | +11.1% | +15.1% |
| 1Y | +26.2% | +10.9% | +15.3% | +22.2% |
| 3Y | +77.7% | +46.9% | +30.8% | +57.8% |
| 5Y | +60.9% | +47.6% | +13.3% | +41.6% |
| 10Y | +163.6% | +114.5% | +49.1% | +124.1% |
| All | +163.6% | +110.4% | +53.2% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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