+160.1%
VEA vs P
+504.9%
-344.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.0% |
| 7D | +0.4% | -9.6% | +10.0% | +1.7% |
| 30D | -0.7% | -33.4% | +32.8% | +4.8% |
| 3M | -3.9% | +14.2% | -18.1% | -7.0% |
| 6M | -0.6% | +31.6% | -32.1% | -6.8% |
| YTD | +12.9% | +53.5% | -40.5% | +2.8% |
| 1Y | +18.4% | +14.2% | +4.2% | +11.4% |
| 3Y | +75.3% | +190.5% | -115.2% | +34.8% |
| 5Y | +54.3% | +256.3% | -202.0% | +11.8% |
| 10Y | +158.0% | +707.9% | -549.8% | +55.4% |
| All | +160.1% | +504.9% | -344.8% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling