+29.3%
VEA vs RL
+13.6%
+15.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +1.9% | -7.8% | +9.7% | +3.8% |
| 3M | +3.2% | -4.0% | +7.2% | +3.8% |
| 6M | +10.2% | -1.9% | +12.1% | +9.5% |
| YTD | +18.9% | -0.2% | +19.1% | +17.3% |
| 1Y | +29.3% | +10.7% | +18.7% | +24.3% |
| All | +29.3% | +13.6% | +15.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling