+152.6%
VEA vs RF
+59.0%
+93.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | -3.4% | +6.0% | -9.4% | -4.6% |
| 3M | -5.6% | -8.9% | +3.3% | -3.8% |
| 6M | -3.4% | +2.3% | -5.8% | -4.1% |
| YTD | +9.7% | +7.6% | +2.2% | +7.6% |
| 1Y | +15.4% | +21.2% | -5.8% | +10.2% |
| 3Y | +68.5% | +108.5% | -40.0% | +41.4% |
| 5Y | +49.6% | +43.2% | +6.4% | +33.9% |
| 10Y | +154.3% | +288.1% | -133.7% | +76.1% |
| All | +152.6% | +59.0% | +93.6% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling