+59.4%
VEA vs IT
-46.1%
+105.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -2.1% | -12.7% | +10.6% | -0.3% |
| 30D | -1.1% | -8.9% | +7.8% | 0.0% |
| 3M | +5.1% | +10.1% | -5.1% | +2.7% |
| 6M | +9.8% | +7.3% | +2.5% | +7.1% |
| YTD | +15.9% | -32.4% | +48.3% | +23.9% |
| 1Y | +24.6% | -26.6% | +51.2% | +29.8% |
| 3Y | +75.5% | -51.8% | +127.4% | +97.8% |
| 5Y | +59.4% | -45.6% | +105.0% | +64.7% |
| All | +59.4% | -46.1% | +105.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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