+153.6%
VEA vs USB
+243.6%
-89.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -3.2% | -1.5% | -1.8% | -2.7% |
| 30D | -4.1% | +4.3% | -8.4% | -5.6% |
| 3M | -5.5% | -6.1% | +0.6% | -3.5% |
| 6M | -0.4% | +9.4% | -9.8% | -4.0% |
| YTD | +10.2% | +15.2% | -5.0% | +4.1% |
| 1Y | +15.3% | +32.8% | -17.4% | +3.4% |
| 3Y | +68.7% | +91.3% | -22.6% | +29.5% |
| 5Y | +50.3% | +22.7% | +27.6% | +31.8% |
| 10Y | +155.4% | +97.0% | +58.4% | +77.1% |
| All | +153.6% | +243.6% | -89.9% | +40.8% |
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