+54.0%
VEA vs VMC
+42.8%
+11.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | -1.3% | +3.5% | +2.7% |
| 30D | +0.2% | +15.5% | -15.3% | -4.6% |
| 3M | -5.3% | +0.6% | -5.9% | -5.7% |
| 6M | -0.9% | +2.1% | -3.0% | -2.4% |
| YTD | +12.2% | -1.6% | +13.8% | +11.2% |
| 1Y | +16.1% | -1.2% | +17.3% | +14.9% |
| 3Y | +73.0% | +35.3% | +37.7% | +47.8% |
| All | +54.0% | +42.8% | +11.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling