+158.3%
VEA vs M
-10.0%
+168.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.6% |
| 7D | -2.1% | -8.8% | +6.7% | -0.9% |
| 30D | -1.1% | -16.4% | +15.3% | +1.2% |
| 3M | +5.1% | -10.8% | +15.9% | +6.4% |
| 6M | +9.8% | +16.1% | -6.3% | +7.3% |
| YTD | +15.9% | -5.3% | +21.2% | +16.0% |
| 1Y | +24.6% | +24.9% | -0.3% | +20.0% |
| 3Y | +75.5% | +97.5% | -22.0% | +54.4% |
| 5Y | +59.4% | +20.4% | +39.0% | +44.0% |
| All | +158.3% | -10.0% | +168.3% | +100.3% |
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