+173.7%
VEA vs TPR
+299.4%
-125.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | +1.9% | -23.0% | +24.9% | +8.7% |
| 3M | +3.2% | -12.5% | +15.7% | +6.0% |
| 6M | +10.2% | -21.4% | +31.7% | +16.2% |
| YTD | +18.9% | -3.5% | +22.4% | +18.0% |
| 1Y | +29.3% | +17.4% | +12.0% | +20.9% |
| 3Y | +76.8% | +291.3% | -214.5% | +12.8% |
| 5Y | +61.2% | +241.9% | -180.7% | +2.6% |
| 10Y | +163.3% | +322.7% | -159.4% | +34.9% |
| All | +173.7% | +299.4% | -125.7% | +2.9% |
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