+46.0%
VEA vs VG
-46.6%
+92.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.8% |
| 7D | -1.3% | +5.5% | -6.8% | -1.3% |
| 30D | 0.0% | -3.6% | +3.5% | -0.1% |
| 3M | -3.6% | -4.0% | +0.4% | -3.6% |
| 6M | -0.5% | +9.4% | -9.9% | -0.7% |
| YTD | +13.0% | +86.6% | -73.6% | +8.3% |
| 1Y | +16.3% | +69.5% | -53.2% | +11.9% |
| All | +46.0% | -46.6% | +92.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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