+59.4%
VEA vs MAR
+151.1%
-91.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | -1.1% | -5.7% | +4.6% | +0.8% |
| 3M | +5.1% | -14.6% | +19.7% | +10.2% |
| 6M | +9.8% | +1.3% | +8.4% | +8.7% |
| YTD | +15.9% | +6.7% | +9.2% | +12.4% |
| 1Y | +24.6% | +26.4% | -1.9% | +13.7% |
| 3Y | +75.5% | +64.7% | +10.8% | +43.0% |
| 5Y | +59.4% | +153.1% | -93.7% | +11.4% |
| All | +59.4% | +151.1% | -91.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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