+56.3%
VEA vs PL
+28.1%
+28.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.2% |
| 7D | -2.2% | -6.8% | +4.6% | -1.8% |
| 30D | -3.4% | -29.3% | +25.9% | -0.9% |
| 3M | -5.6% | -44.8% | +39.1% | -1.6% |
| 6M | -3.4% | -68.4% | +64.9% | +4.1% |
| YTD | +9.7% | -36.4% | +46.1% | +10.9% |
| 1Y | +15.4% | +0.7% | +14.6% | +11.7% |
| 3Y | +68.5% | +455.3% | -386.8% | +31.8% |
| 5Y | +49.6% | +22.7% | +27.0% | +26.0% |
| All | +56.3% | +28.1% | +28.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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