+165.0%
VEA vs MUB
+76.5%
+88.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.3% | -1.3% | +3.5% | +3.0% |
| 30D | +0.2% | +2.2% | -2.0% | -1.0% |
| 3M | -5.3% | -1.6% | -3.7% | -4.5% |
| 6M | -0.9% | -1.3% | +0.4% | -0.2% |
| YTD | +12.2% | -0.7% | +12.9% | +12.7% |
| 1Y | +16.1% | -0.2% | +16.3% | +16.4% |
| 3Y | +73.0% | +9.6% | +63.3% | +65.7% |
| 5Y | +53.7% | +2.6% | +51.2% | +51.2% |
| 10Y | +159.3% | +21.5% | +137.8% | +147.2% |
| All | +165.0% | +76.5% | +88.5% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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