+156.9%
VEA vs P
+691.2%
-534.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | 0.0% | -13.3% | +13.3% | +1.9% |
| 30D | -1.4% | -34.0% | +32.6% | +4.3% |
| 3M | -4.1% | +4.1% | -8.2% | -6.0% |
| 6M | -1.3% | +30.5% | -31.8% | -7.6% |
| YTD | +12.1% | +52.2% | -40.1% | +1.7% |
| 1Y | +16.1% | +10.3% | +5.8% | +9.6% |
| 3Y | +73.0% | +180.9% | -107.8% | +31.9% |
| 5Y | +55.1% | +259.7% | -204.6% | +9.9% |
| 10Y | +156.9% | +652.6% | -495.7% | +52.9% |
| All | +156.9% | +691.2% | -534.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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