+57.2%
VEA vs MULL
+2,481.0%
-2,423.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.2% |
| 7D | +1.9% | +14.0% | -12.1% | +0.9% |
| 30D | +0.8% | +24.8% | -24.0% | -1.0% |
| 3M | +5.7% | -16.1% | +21.8% | +3.9% |
| 6M | +13.3% | +330.9% | -317.6% | -2.8% |
| YTD | +18.4% | +545.0% | -526.6% | -2.3% |
| 1Y | +27.0% | +2,427.1% | -2,400.2% | -7.1% |
| All | +57.2% | +2,481.0% | -2,423.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MULL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling