+158.3%
VEA vs TAP
+49.5%
+108.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | +0.2% | +5.7% | -5.5% | -2.0% |
| 3M | -5.3% | -1.9% | -3.4% | -5.4% |
| 6M | -0.9% | +0.9% | -1.9% | -2.5% |
| YTD | +12.2% | -9.5% | +21.7% | +13.9% |
| 1Y | +16.1% | -9.0% | +25.1% | +17.4% |
| 3Y | +73.0% | -22.2% | +95.2% | +80.9% |
| 5Y | +53.7% | +1.2% | +52.5% | +41.8% |
| 10Y | +159.3% | -46.1% | +205.4% | +188.2% |
| All | +158.3% | +49.5% | +108.8% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling