+53.7%
VEA vs Z
-54.7%
+108.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.8% | -4.9% | +6.7% | +2.5% |
| 30D | -0.9% | +3.0% | -3.9% | -1.6% |
| 3M | -5.0% | -13.4% | +8.4% | -3.7% |
| 6M | 0.0% | -27.3% | +27.3% | +3.7% |
| YTD | +12.2% | -57.8% | +70.0% | +25.6% |
| 1Y | +14.7% | -60.0% | +74.7% | +29.3% |
| 3Y | +73.2% | -21.5% | +94.7% | +69.1% |
| 5Y | +53.7% | -55.0% | +108.7% | +52.8% |
| All | +53.7% | -54.7% | +108.4% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling