+134.5%
VEA vs IR
+271.1%
-136.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.5% | -4.5% | +3.0% | 0.0% |
| 30D | -0.8% | -13.9% | +13.1% | +3.8% |
| 3M | +2.5% | -0.3% | +2.8% | +2.2% |
| 6M | +11.1% | -14.3% | +25.5% | +15.8% |
| YTD | +17.2% | -7.9% | +25.0% | +18.9% |
| 1Y | +24.5% | -9.9% | +34.4% | +26.9% |
| 3Y | +75.4% | +6.5% | +68.9% | +65.4% |
| 5Y | +61.1% | +34.0% | +27.1% | +38.7% |
| All | +134.5% | +271.1% | -136.6% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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