+67.2%
VEA vs S
-56.8%
+124.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.0% | -7.7% | +8.7% | +1.7% |
| 30D | +1.9% | -5.3% | +7.3% | +2.3% |
| 3M | +3.2% | +20.3% | -17.1% | +1.0% |
| 6M | +10.2% | +47.4% | -37.1% | +5.4% |
| YTD | +18.9% | +32.5% | -13.6% | +14.6% |
| 1Y | +29.3% | +9.5% | +19.8% | +26.7% |
| 3Y | +76.8% | +15.5% | +61.3% | +68.7% |
| 5Y | +61.2% | -71.2% | +132.4% | +62.0% |
| All | +67.2% | -56.8% | +124.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling