+152.6%
VEA vs FE
+75.0%
+77.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -3.4% | +5.2% | -8.5% | -5.3% |
| 3M | -5.6% | 0.0% | -5.6% | -5.7% |
| 6M | -3.4% | +5.0% | -8.5% | -5.7% |
| YTD | +9.7% | +7.9% | +1.8% | +5.8% |
| 1Y | +15.4% | +6.3% | +9.0% | +11.8% |
| 3Y | +68.5% | +46.0% | +22.5% | +41.6% |
| 5Y | +49.6% | +45.6% | +4.0% | +24.0% |
| 10Y | +154.3% | +109.3% | +45.0% | +64.9% |
| All | +152.6% | +75.0% | +77.6% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling