+59.9%
VEA vs RRX
+17.8%
+42.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.3% |
| 7D | -1.5% | -0.3% | -1.1% | -1.4% |
| 30D | -0.8% | -6.1% | +5.3% | +0.5% |
| 3M | +2.5% | -23.1% | +25.5% | +7.7% |
| 6M | +11.1% | -19.5% | +30.7% | +14.8% |
| YTD | +17.2% | +16.1% | +1.1% | +10.8% |
| 1Y | +24.5% | +12.9% | +11.6% | +18.0% |
| 3Y | +75.4% | +7.9% | +67.5% | +62.8% |
| All | +59.9% | +17.8% | +42.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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