+158.3%
VEA vs Z
-6.2%
+164.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.9% |
| 7D | -2.1% | -11.6% | +9.5% | -0.5% |
| 30D | -1.1% | -8.5% | +7.4% | -0.1% |
| 3M | +5.1% | -7.9% | +13.0% | +5.7% |
| 6M | +9.8% | -29.1% | +38.9% | +14.2% |
| YTD | +15.9% | -54.2% | +70.1% | +27.5% |
| 1Y | +24.6% | -63.5% | +88.1% | +41.0% |
| 3Y | +75.5% | -38.6% | +114.2% | +80.0% |
| 5Y | +59.4% | -66.0% | +125.4% | +68.6% |
| All | +158.3% | -6.2% | +164.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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