+161.1%
VEA vs TRI
+196.2%
-35.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -1.5% | -7.9% | +6.4% | +0.6% |
| 30D | -0.8% | -4.5% | +3.7% | 0.0% |
| 3M | +2.5% | +22.1% | -19.6% | -4.9% |
| 6M | +11.1% | -2.8% | +13.9% | +9.7% |
| YTD | +17.2% | -23.4% | +40.6% | +25.3% |
| 1Y | +24.5% | -41.5% | +66.0% | +48.8% |
| 3Y | +75.4% | -19.2% | +94.6% | +76.5% |
| 5Y | +61.1% | -9.4% | +70.5% | +50.8% |
| All | +161.1% | +196.2% | -35.1% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling