+150.7%
VEA vs Z
+17.5%
+133.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | -1.5% | -6.0% | +4.6% | -0.7% |
| 30D | -0.8% | -2.3% | +1.5% | -0.7% |
| 3M | +2.5% | -0.6% | +3.1% | +2.0% |
| 6M | +11.1% | -27.6% | +38.8% | +15.3% |
| YTD | +17.2% | -52.4% | +69.5% | +28.2% |
| 1Y | +24.5% | -63.6% | +88.1% | +41.1% |
| 3Y | +75.4% | -36.4% | +111.8% | +79.1% |
| 5Y | +61.1% | -64.6% | +125.7% | +69.7% |
| 10Y | +163.1% | -2.8% | +165.9% | +117.1% |
| All | +150.7% | +17.5% | +133.2% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling