+158.3%
VEA vs RL
+448.8%
-290.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.8% | +2.4% | -0.5% | +1.1% |
| 30D | -0.9% | +4.6% | -5.5% | -2.3% |
| 3M | -5.0% | -1.1% | -3.9% | -5.0% |
| 6M | 0.0% | +16.5% | -16.5% | -5.5% |
| YTD | +12.2% | +11.4% | +0.8% | +7.1% |
| 1Y | +14.7% | +16.1% | -1.4% | +8.0% |
| 3Y | +73.2% | +252.6% | -179.4% | +11.1% |
| 5Y | +53.7% | +244.9% | -191.2% | -3.9% |
| 10Y | +159.3% | +342.4% | -183.1% | +32.8% |
| All | +158.3% | +448.8% | -290.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling