+54.0%
VEA vs S
-71.1%
+125.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +0.2% | -2.7% | +2.9% | +0.3% |
| 3M | -5.3% | -6.9% | +1.5% | -5.2% |
| 6M | -0.9% | +38.1% | -39.0% | -5.0% |
| YTD | +12.2% | +48.0% | -35.8% | +6.3% |
| 1Y | +16.1% | +34.5% | -18.4% | +10.9% |
| 3Y | +73.0% | +38.3% | +34.7% | +61.0% |
| All | +54.0% | -71.1% | +125.1% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling