+73.6%
VEA vs NWSA
+43.0%
+30.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -2.1% | -4.8% | +2.7% | -1.0% |
| 30D | -1.1% | +3.0% | -4.0% | -1.8% |
| 3M | +5.1% | +9.3% | -4.2% | +2.5% |
| 6M | +9.8% | +23.2% | -13.4% | +3.1% |
| YTD | +15.9% | +13.3% | +2.6% | +11.4% |
| 1Y | +24.6% | +2.9% | +21.7% | +23.4% |
| All | +73.6% | +43.0% | +30.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling