+173.7%
VEA vs M
+10.4%
+163.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.1% |
| 7D | +1.0% | +4.7% | -3.8% | 0.0% |
| 30D | +1.9% | -9.6% | +11.6% | +3.9% |
| 3M | +3.2% | +0.9% | +2.4% | +2.7% |
| 6M | +10.2% | +22.3% | -12.0% | +5.3% |
| YTD | +18.9% | +6.5% | +12.4% | +16.2% |
| 1Y | +29.3% | +38.8% | -9.4% | +19.5% |
| 3Y | +76.8% | +115.9% | -39.1% | +41.6% |
| 5Y | +61.2% | +28.6% | +32.6% | +33.9% |
| 10Y | +163.3% | -2.5% | +165.8% | +94.5% |
| All | +173.7% | +10.4% | +163.3% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling