+173.7%
VEA vs VO
+458.2%
-284.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.0% | -0.3% | +1.2% | +1.2% |
| 30D | +1.9% | -0.3% | +2.3% | +2.3% |
| 3M | +3.2% | +2.9% | +0.3% | +0.7% |
| 6M | +10.2% | +9.3% | +0.9% | +2.2% |
| YTD | +18.9% | +14.2% | +4.7% | +6.2% |
| 1Y | +29.3% | +15.3% | +14.1% | +14.5% |
| 3Y | +76.8% | +56.2% | +20.5% | +19.0% |
| 5Y | +61.2% | +42.4% | +18.8% | +16.0% |
| 10Y | +163.3% | +194.7% | -31.4% | -4.9% |
| All | +173.7% | +458.2% | -284.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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