+158.0%
VEA vs M
+21.1%
+136.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | 0.0% | +5.0% | -5.0% | -1.1% |
| 30D | -1.4% | +10.6% | -12.0% | -3.5% |
| 3M | -4.1% | +1.6% | -5.7% | -4.8% |
| 6M | -1.3% | +30.8% | -32.2% | -7.2% |
| YTD | +12.1% | +16.9% | -4.8% | +7.2% |
| 1Y | +16.1% | +26.3% | -10.2% | +9.1% |
| 3Y | +73.0% | +158.6% | -85.6% | +33.6% |
| 5Y | +55.1% | +2.1% | +53.0% | +36.7% |
| 10Y | +156.9% | -4.3% | +161.3% | +92.8% |
| All | +158.0% | +21.1% | +136.9% | +38.4% |
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