+160.5%
VEA vs RL
+337.1%
-176.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.3% | +2.6% | -0.3% | +1.6% |
| 30D | +0.2% | +2.9% | -2.7% | -0.6% |
| 3M | -5.3% | 0.0% | -5.3% | -5.5% |
| 6M | -0.9% | +17.1% | -18.0% | -5.2% |
| YTD | +12.2% | +10.1% | +2.1% | +8.6% |
| 1Y | +16.1% | +17.3% | -1.2% | +10.6% |
| 3Y | +73.0% | +249.3% | -176.4% | +23.1% |
| 5Y | +53.7% | +240.9% | -187.2% | +7.3% |
| All | +160.5% | +337.1% | -176.6% | +69.9% |
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