+160.3%
VEA vs RF
+334.9%
-174.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +1.9% | +2.7% | -0.8% | +1.1% |
| 30D | +0.8% | -3.4% | +4.1% | +1.7% |
| 3M | +5.7% | +6.4% | -0.7% | +3.6% |
| 6M | +13.3% | +13.4% | -0.1% | +8.9% |
| YTD | +18.4% | +14.2% | +4.2% | +13.3% |
| 1Y | +27.0% | +15.7% | +11.2% | +20.8% |
| 3Y | +79.3% | +91.3% | -12.1% | +43.9% |
| 5Y | +62.1% | +89.8% | -27.6% | +27.7% |
| 10Y | +160.3% | +336.7% | -176.4% | +51.7% |
| All | +160.3% | +334.9% | -174.7% | +51.7% |
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