+59.4%
VEA vs IR
+35.0%
+24.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.0% |
| 30D | -1.1% | -14.0% | +13.0% | +4.1% |
| 3M | +5.1% | +3.7% | +1.3% | +3.2% |
| 6M | +9.8% | -15.4% | +25.2% | +15.3% |
| YTD | +15.9% | -7.7% | +23.6% | +17.5% |
| 1Y | +24.6% | -8.8% | +33.4% | +26.4% |
| 3Y | +75.5% | +5.6% | +69.9% | +60.4% |
| 5Y | +59.4% | +34.3% | +25.1% | +25.2% |
| All | +59.4% | +35.0% | +24.4% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling