+62.1%
VEA vs M
+24.8%
+37.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +0.8% | -11.6% | +12.4% | +2.3% |
| 3M | +5.7% | +1.6% | +4.1% | +5.2% |
| 6M | +13.3% | +25.2% | -11.9% | +9.7% |
| YTD | +18.4% | +3.8% | +14.6% | +17.1% |
| 1Y | +27.0% | +36.3% | -9.4% | +20.9% |
| 3Y | +79.3% | +116.3% | -37.1% | +55.0% |
| 5Y | +62.1% | +28.2% | +34.0% | +50.0% |
| All | +62.1% | +24.8% | +37.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling