+12.7%
VEA vs ICE
-1.6%
+14.3%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.4% |
| 7D | +1.0% | -0.7% | +1.6% | +0.9% |
| 30D | +1.9% | +7.6% | -5.7% | +2.2% |
| 3M | +3.2% | +13.9% | -10.7% | +4.5% |
| All | +12.7% | -1.6% | +14.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 6mo: compounded portfolio wealth divided by compounded ICE 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…
6mo analysis · Full analysis span regression · 6 months rolling