+54.0%
VEA vs VT
+57.0%
-3.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +2.3% | +2.4% | -0.1% | 0.0% |
| 30D | +0.2% | -1.5% | +1.7% | +1.7% |
| 3M | -5.3% | -4.1% | -1.2% | -1.4% |
| 6M | -0.9% | +0.6% | -1.5% | -1.3% |
| YTD | +12.2% | +11.0% | +1.2% | +2.1% |
| 1Y | +16.1% | +13.3% | +2.7% | +3.7% |
| 3Y | +73.0% | +73.4% | -0.4% | +3.8% |
| All | +54.0% | +57.0% | -3.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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