+161.1%
VEA vs NWSA
+149.4%
+11.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.5% | -2.8% | +1.3% | -0.5% |
| 30D | -0.8% | +3.0% | -3.9% | -1.8% |
| 3M | +2.5% | +12.3% | -9.8% | -1.8% |
| 6M | +11.1% | +21.9% | -10.7% | +3.4% |
| YTD | +17.2% | +13.6% | +3.6% | +11.2% |
| 1Y | +24.5% | +0.5% | +24.0% | +22.8% |
| 3Y | +75.4% | +43.8% | +31.7% | +51.3% |
| 5Y | +61.1% | +41.2% | +19.9% | +36.2% |
| All | +161.1% | +149.4% | +11.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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