+160.5%
VEA vs USB
+83.8%
+76.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | +2.3% | +2.6% | -0.3% | +1.4% |
| 30D | +0.2% | +8.4% | -8.2% | -2.5% |
| 3M | -5.3% | -5.5% | +0.2% | -3.6% |
| 6M | -0.9% | +17.7% | -18.6% | -6.7% |
| YTD | +12.2% | +17.6% | -5.4% | +5.5% |
| 1Y | +16.1% | +33.9% | -17.8% | +4.3% |
| 3Y | +73.0% | +103.8% | -30.8% | +31.0% |
| 5Y | +53.7% | +25.6% | +28.1% | +35.7% |
| All | +160.5% | +83.8% | +76.7% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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