+49.6%
VEA vs RF
+42.5%
+7.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -3.4% | +6.0% | -9.4% | -4.9% |
| 3M | -5.6% | -8.9% | +3.3% | -3.2% |
| 6M | -3.4% | +2.3% | -5.8% | -4.4% |
| YTD | +9.7% | +7.6% | +2.2% | +6.8% |
| 1Y | +15.4% | +21.2% | -5.8% | +8.4% |
| 3Y | +68.5% | +108.5% | -40.0% | +31.1% |
| All | +49.6% | +42.5% | +7.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling