+172.5%
VEA vs O
+608.9%
-436.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.9% | -0.6% | +2.4% | +2.1% |
| 30D | +0.8% | -2.0% | +2.7% | +1.5% |
| 3M | +5.7% | +3.0% | +2.7% | +4.3% |
| 6M | +13.3% | -3.6% | +16.9% | +14.4% |
| YTD | +18.4% | +12.1% | +6.3% | +13.1% |
| 1Y | +27.0% | +8.9% | +18.1% | +22.4% |
| 3Y | +79.3% | +30.3% | +48.9% | +60.2% |
| 5Y | +62.1% | +13.7% | +48.4% | +51.2% |
| 10Y | +160.3% | +50.3% | +110.0% | +106.3% |
| All | +172.5% | +608.9% | -436.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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