+60.9%
VEA vs ROP
-16.4%
+77.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | +0.3% | -6.1% | +6.4% | +2.0% |
| 30D | +0.4% | -3.4% | +3.8% | +1.3% |
| 3M | +4.8% | +16.7% | -11.9% | -0.6% |
| 6M | +11.3% | +8.1% | +3.2% | +7.9% |
| YTD | +17.4% | -11.7% | +29.1% | +22.5% |
| 1Y | +26.2% | -24.2% | +50.4% | +40.2% |
| 3Y | +77.7% | -19.0% | +96.7% | +89.0% |
| 5Y | +60.9% | -15.9% | +76.8% | +61.2% |
| All | +60.9% | -16.4% | +77.4% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling