+173.7%
VEA vs USB
+261.0%
-87.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.0% | +1.4% | -0.5% | +0.4% |
| 30D | +1.9% | -1.3% | +3.3% | +2.4% |
| 3M | +3.2% | +15.2% | -12.0% | -2.1% |
| 6M | +10.2% | +18.8% | -8.6% | +3.3% |
| YTD | +18.9% | +21.0% | -2.1% | +10.4% |
| 1Y | +29.3% | +34.0% | -4.7% | +15.5% |
| 3Y | +76.8% | +95.3% | -18.6% | +34.2% |
| 5Y | +61.2% | +40.4% | +20.9% | +34.5% |
| 10Y | +163.3% | +107.3% | +56.0% | +79.4% |
| All | +173.7% | +261.0% | -87.3% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling