+55.6%
VEA vs MULL
+2,337.2%
-2,281.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | -1.5% | -8.4% | +7.0% | -0.9% |
| 30D | -0.8% | +9.7% | -10.5% | -1.7% |
| 3M | +2.5% | -26.8% | +29.2% | +1.8% |
| 6M | +11.1% | +220.7% | -209.6% | -2.7% |
| YTD | +17.2% | +509.0% | -491.9% | -3.0% |
| 1Y | +24.5% | +1,739.5% | -1,715.0% | -6.6% |
| All | +55.6% | +2,337.2% | -2,281.6% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling