+158.3%
VEA vs RL
+308.3%
-150.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -1.1% | -15.3% | +14.3% | +2.8% |
| 3M | +5.1% | -10.3% | +15.4% | +7.5% |
| 6M | +9.8% | -2.2% | +12.0% | +9.6% |
| YTD | +15.9% | -4.3% | +20.2% | +16.1% |
| 1Y | +24.6% | +8.9% | +15.7% | +20.8% |
| 3Y | +75.5% | +201.4% | -125.9% | +29.7% |
| 5Y | +59.4% | +230.6% | -171.2% | +12.2% |
| All | +158.3% | +308.3% | -150.0% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling