+79.3%
VEA vs TAP
-31.5%
+110.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +0.8% | -9.4% | +10.2% | +1.6% |
| 3M | +5.7% | -0.8% | +6.5% | +5.5% |
| 6M | +13.3% | -14.7% | +28.0% | +15.1% |
| YTD | +18.4% | -13.9% | +32.3% | +19.8% |
| 1Y | +27.0% | -18.6% | +45.6% | +29.5% |
| 3Y | +79.3% | -32.0% | +111.3% | +84.8% |
| All | +79.3% | -31.5% | +110.8% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling