+60.9%
VEA vs RL
+233.3%
-172.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | 0.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.4% | -17.5% | +18.0% | +5.2% |
| 3M | +4.8% | -14.0% | +18.8% | +8.5% |
| 6M | +11.3% | -2.0% | +13.2% | +11.0% |
| YTD | +17.4% | -4.6% | +22.0% | +17.6% |
| 1Y | +26.2% | +9.5% | +16.7% | +21.9% |
| 3Y | +77.7% | +200.5% | -122.7% | +26.6% |
| 5Y | +60.9% | +226.3% | -165.3% | +8.3% |
| All | +60.9% | +233.3% | -172.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling