+166.9%
VEA vs MKTX
+973.6%
-806.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | +5.1% | +41.1% | -36.1% | -3.6% |
| 6M | +9.8% | -9.5% | +19.3% | +10.9% |
| YTD | +15.9% | -8.7% | +24.6% | +16.6% |
| 1Y | +24.6% | -10.0% | +34.5% | +25.4% |
| 3Y | +75.5% | -24.6% | +100.1% | +79.0% |
| 5Y | +59.4% | -60.3% | +119.7% | +84.4% |
| 10Y | +160.3% | +5.0% | +155.3% | +124.1% |
| All | +166.9% | +973.6% | -806.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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