+161.1%
VEA vs USFR
+28.1%
+132.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.8% | +0.4% | -1.2% | -1.0% |
| 3M | +2.5% | +1.0% | +1.4% | +2.0% |
| 6M | +11.1% | +2.0% | +9.2% | +10.2% |
| YTD | +17.2% | +2.8% | +14.4% | +15.7% |
| 1Y | +24.5% | +4.1% | +20.4% | +22.2% |
| 3Y | +75.4% | +14.1% | +61.3% | +65.6% |
| 5Y | +61.1% | +20.6% | +40.5% | +48.3% |
| All | +161.1% | +28.1% | +132.9% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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