+151.2%
VEA vs MSCI
+3,174.4%
-3,023.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.9% |
| 30D | -1.4% | +16.2% | -17.6% | -6.4% |
| 3M | -4.1% | +17.1% | -21.2% | -9.4% |
| 6M | -1.3% | +13.0% | -14.3% | -6.4% |
| YTD | +12.1% | +15.8% | -3.7% | +4.6% |
| 1Y | +16.1% | +15.5% | +0.6% | +8.3% |
| 3Y | +73.0% | +32.3% | +40.7% | +49.9% |
| 5Y | +55.1% | +8.2% | +47.0% | +40.3% |
| 10Y | +156.9% | +800.7% | -643.8% | +1.1% |
| All | +151.2% | +3,174.4% | -3,023.2% | -44.9% |
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