+427.5%
VEA vs TNA
+913.2%
-485.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.5% |
| 7D | -2.1% | -7.6% | +5.5% | -0.3% |
| 30D | -1.1% | -13.6% | +12.6% | +2.2% |
| 3M | +5.1% | +2.8% | +2.2% | +4.0% |
| 6M | +9.8% | +34.5% | -24.7% | +1.5% |
| YTD | +15.9% | +41.0% | -25.1% | +5.4% |
| 1Y | +24.6% | +52.0% | -27.5% | +10.1% |
| 3Y | +75.5% | +103.5% | -27.9% | +32.1% |
| 5Y | +59.4% | -22.5% | +81.9% | +36.3% |
| 10Y | +160.3% | +81.9% | +78.5% | +37.2% |
| All | +427.5% | +913.2% | -485.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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