+60.9%
VEA vs TAP
-0.5%
+61.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +0.3% | -5.1% | +5.4% | +1.2% |
| 30D | +0.4% | -8.4% | +8.9% | +1.8% |
| 3M | +4.8% | -3.9% | +8.7% | +5.2% |
| 6M | +11.3% | -14.4% | +25.6% | +13.9% |
| YTD | +17.4% | -14.7% | +32.1% | +19.9% |
| 1Y | +26.2% | -18.7% | +44.9% | +29.9% |
| 3Y | +77.7% | -32.6% | +110.4% | +89.0% |
| 5Y | +60.9% | -1.4% | +62.3% | +52.5% |
| All | +60.9% | -0.5% | +61.5% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling