+163.6%
VEA vs P
+694.3%
-530.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.3% |
| 7D | +0.3% | +5.0% | -4.7% | -0.5% |
| 30D | +0.4% | -0.9% | +1.4% | +0.2% |
| 3M | +4.8% | +38.7% | -33.8% | -1.1% |
| 6M | +11.3% | +54.4% | -43.1% | +2.4% |
| YTD | +17.4% | +44.8% | -27.5% | +8.5% |
| 1Y | +26.2% | +22.5% | +3.7% | +18.0% |
| 3Y | +77.7% | +148.2% | -70.5% | +40.0% |
| 5Y | +60.9% | +268.9% | -208.0% | +14.8% |
| 10Y | +163.6% | +696.9% | -533.3% | +60.3% |
| All | +163.6% | +694.3% | -530.7% | +60.3% |
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