+160.5%
VEA vs M
-7.1%
+167.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.3% | +7.0% | -4.8% | +1.3% |
| 30D | +0.2% | +8.9% | -8.7% | -1.0% |
| 3M | -5.3% | +4.5% | -9.8% | -6.1% |
| 6M | -0.9% | +36.2% | -37.1% | -5.3% |
| YTD | +12.2% | +15.1% | -2.9% | +9.3% |
| 1Y | +16.1% | +27.4% | -11.3% | +11.5% |
| 3Y | +73.0% | +160.1% | -87.2% | +46.7% |
| 5Y | +53.7% | -1.6% | +55.3% | +42.7% |
| All | +160.5% | -7.1% | +167.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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