+166.5%
VEA vs MSCI
+2,756.4%
-2,589.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +1.9% | +0.6% | +1.4% | +1.7% |
| 3M | +3.2% | -7.1% | +10.3% | +5.0% |
| 6M | +10.2% | +0.8% | +9.4% | +8.6% |
| YTD | +18.9% | +1.0% | +17.9% | +16.5% |
| 1Y | +29.3% | +4.3% | +25.0% | +24.7% |
| 3Y | +76.8% | +9.9% | +66.8% | +63.5% |
| 5Y | +61.2% | -6.8% | +68.0% | +53.4% |
| 10Y | +163.3% | +614.7% | -451.4% | +12.5% |
| All | +166.5% | +2,756.4% | -2,589.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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