+160.4%
VEA vs RF
+219.4%
-59.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.8% | +0.4% | +1.5% | +1.7% |
| 30D | -0.9% | +5.6% | -6.5% | -2.4% |
| 3M | -5.0% | -8.9% | +3.8% | -2.5% |
| 6M | 0.0% | +7.1% | -7.1% | -2.3% |
| YTD | +12.2% | +8.3% | +3.9% | +9.0% |
| 1Y | +14.7% | +16.8% | -2.1% | +8.9% |
| 3Y | +73.2% | +115.0% | -41.8% | +34.3% |
| 5Y | +53.7% | +46.4% | +7.3% | +30.5% |
| All | +160.4% | +219.4% | -59.0% | +68.0% |
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