+158.0%
VEA vs USB
+94.3%
+63.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -0.7% | +6.8% | -7.4% | -2.9% |
| 3M | -3.9% | -3.8% | -0.1% | -2.7% |
| 6M | -0.6% | +11.7% | -12.3% | -4.7% |
| YTD | +12.9% | +17.5% | -4.5% | +6.2% |
| 1Y | +18.4% | +33.8% | -15.4% | +6.4% |
| 3Y | +75.3% | +104.2% | -29.0% | +32.7% |
| 5Y | +54.3% | +26.4% | +27.9% | +35.9% |
| 10Y | +158.0% | +89.2% | +68.8% | +91.6% |
| All | +158.0% | +94.3% | +63.8% | +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