+166.9%
VEA vs RRX
+298.5%
-131.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -2.1% | -3.7% | +1.7% | -0.7% |
| 30D | -1.1% | -9.3% | +8.2% | +2.4% |
| 3M | +5.1% | -21.8% | +26.9% | +13.1% |
| 6M | +9.8% | -22.0% | +31.8% | +16.9% |
| YTD | +15.9% | +11.9% | +4.0% | +6.4% |
| 1Y | +24.6% | +11.6% | +12.9% | +13.4% |
| 3Y | +75.5% | +2.2% | +73.4% | +53.9% |
| 5Y | +59.4% | +14.9% | +44.5% | +27.5% |
| 10Y | +160.3% | +214.2% | -53.9% | +21.3% |
| All | +166.9% | +298.5% | -131.6% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling