+61.6%
VEA vs PL
+82.7%
-21.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +1.0% | -9.3% | +10.3% | +1.7% |
| 30D | +1.9% | -18.9% | +20.9% | +3.5% |
| 3M | +3.2% | -58.4% | +61.6% | +9.5% |
| 6M | +10.2% | -30.3% | +40.5% | +11.5% |
| YTD | +18.9% | -8.1% | +27.0% | +17.1% |
| 1Y | +29.3% | +180.5% | -151.2% | +14.5% |
| 3Y | +76.8% | +444.1% | -367.4% | +39.4% |
| All | +61.6% | +82.7% | -21.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling