+60.9%
VEA vs S
-71.9%
+132.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +0.4% | -12.6% | +13.0% | +1.6% |
| 3M | +4.8% | +27.6% | -22.7% | +1.9% |
| 6M | +11.3% | +35.5% | -24.2% | +7.0% |
| YTD | +17.4% | +29.6% | -12.2% | +13.2% |
| 1Y | +26.2% | +8.1% | +18.1% | +23.7% |
| 3Y | +77.7% | +14.8% | +63.0% | +69.3% |
| 5Y | +60.9% | -70.6% | +131.5% | +63.1% |
| All | +60.9% | -71.9% | +132.8% | +63.1% |
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