+202.0%
VEA vs VT
+374.2%
-172.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.4% | +0.5% | +0.5% |
| 30D | +1.9% | +1.0% | +1.0% | +1.0% |
| 3M | +3.2% | +2.4% | +0.8% | +0.9% |
| 6M | +10.2% | +12.0% | -1.8% | -1.2% |
| YTD | +18.9% | +15.3% | +3.6% | +3.5% |
| 1Y | +29.3% | +22.6% | +6.7% | +6.0% |
| 3Y | +76.8% | +74.7% | +2.1% | +1.4% |
| 5Y | +61.2% | +66.1% | -4.9% | -3.1% |
| 10Y | +163.3% | +225.0% | -61.7% | -20.6% |
| All | +202.0% | +374.2% | -172.2% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling