+170.2%
VEA vs ICE
+548.2%
-378.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +0.4% | +4.0% | -3.5% | -0.9% |
| 3M | +4.8% | +11.0% | -6.1% | +0.8% |
| 6M | +11.3% | -5.0% | +16.2% | +12.4% |
| YTD | +17.4% | -2.7% | +20.1% | +17.2% |
| 1Y | +26.2% | -8.6% | +34.8% | +28.4% |
| 3Y | +77.7% | +41.4% | +36.4% | +55.5% |
| 5Y | +60.9% | +39.9% | +21.1% | +39.9% |
| 10Y | +163.6% | +214.9% | -51.3% | +73.6% |
| All | +170.2% | +548.2% | -378.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling