+173.7%
VEA vs LEN
+245.5%
-71.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +1.0% | -3.2% | +4.1% | +1.7% |
| 30D | +1.9% | -4.9% | +6.8% | +3.0% |
| 3M | +3.2% | -8.5% | +11.7% | +5.0% |
| 6M | +10.2% | -20.7% | +30.9% | +15.6% |
| YTD | +18.9% | -17.4% | +36.3% | +23.1% |
| 1Y | +29.3% | -38.2% | +67.6% | +42.6% |
| 3Y | +76.8% | -24.9% | +101.6% | +82.5% |
| 5Y | +61.2% | -11.4% | +72.7% | +57.0% |
| 10Y | +163.3% | +110.0% | +53.3% | +96.1% |
| All | +173.7% | +245.5% | -71.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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