+158.0%
VEA vs TPR
+343.5%
-185.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | +12.1% | -12.1% | -3.2% |
| 30D | -1.4% | +16.7% | -18.1% | -5.7% |
| 3M | -4.1% | -17.4% | +13.3% | 0.0% |
| 6M | -1.3% | +2.3% | -3.6% | -3.3% |
| YTD | +12.1% | +7.1% | +4.9% | +7.7% |
| 1Y | +16.1% | +29.5% | -13.4% | +5.6% |
| 3Y | +73.0% | +415.0% | -342.0% | +1.9% |
| 5Y | +55.1% | +261.5% | -206.3% | -2.8% |
| 10Y | +156.9% | +383.3% | -226.4% | +26.3% |
| All | +158.0% | +343.5% | -185.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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