+160.4%
VEA vs TAP
-47.7%
+208.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.8% | -6.3% | +8.1% | +3.3% |
| 30D | -0.9% | +2.7% | -3.6% | -1.7% |
| 3M | -5.0% | -3.7% | -1.3% | -4.6% |
| 6M | 0.0% | -2.0% | +2.0% | -0.3% |
| YTD | +12.2% | -12.3% | +24.5% | +14.3% |
| 1Y | +14.7% | -10.1% | +24.8% | +16.0% |
| 3Y | +73.2% | -25.3% | +98.5% | +81.0% |
| 5Y | +53.7% | -1.9% | +55.6% | +46.7% |
| All | +160.4% | -47.7% | +208.1% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling