+20.5%
VEA vs S
+36.5%
-16.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.0% |
| 7D | +0.7% | -8.2% | +8.9% | +0.9% |
| 30D | -0.4% | -7.6% | +7.2% | -0.3% |
| 3M | -1.7% | +12.0% | -13.7% | -2.1% |
| 6M | +5.1% | +50.6% | -45.5% | +3.1% |
| YTD | +14.4% | +56.6% | -42.2% | +11.6% |
| 1Y | +20.5% | +39.2% | -18.7% | +18.2% |
| All | +20.5% | +36.5% | -16.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling