+158.0%
VEA vs RF
+277.2%
-119.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | -0.7% | +7.0% | -7.7% | -2.6% |
| 3M | -3.9% | -7.0% | +3.1% | -1.9% |
| 6M | -0.6% | +6.8% | -7.3% | -2.7% |
| YTD | +12.9% | +9.9% | +3.0% | +9.3% |
| 1Y | +18.4% | +21.1% | -2.8% | +11.3% |
| 3Y | +75.3% | +119.6% | -44.4% | +35.4% |
| 5Y | +54.3% | +46.2% | +8.1% | +31.3% |
| 10Y | +158.0% | +261.5% | -103.5% | +68.8% |
| All | +158.0% | +277.2% | -119.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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