+158.3%
VEA vs ROP
+135.7%
+22.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -2.1% | -8.0% | +5.9% | +1.0% |
| 30D | -1.1% | -2.7% | +1.7% | -0.2% |
| 3M | +5.1% | +16.6% | -11.5% | -2.1% |
| 6M | +9.8% | +10.4% | -0.6% | +4.1% |
| YTD | +15.9% | -12.1% | +28.0% | +20.4% |
| 1Y | +24.6% | -23.6% | +48.2% | +37.5% |
| 3Y | +75.5% | -19.3% | +94.9% | +86.7% |
| 5Y | +59.4% | -15.4% | +74.8% | +63.4% |
| All | +158.3% | +135.7% | +22.6% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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