+2,397.0%
VRT vs VEA
+111.1%
+2,285.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -3.9% |
| 7D | -7.7% | -2.1% | -5.6% | -4.9% |
| 30D | -12.0% | -1.1% | -10.9% | -10.4% |
| 3M | -11.7% | +5.1% | -16.7% | -16.2% |
| 6M | -8.1% | +9.8% | -17.9% | -17.4% |
| YTD | +53.2% | +15.9% | +37.3% | +29.1% |
| 1Y | +81.7% | +24.6% | +57.1% | +40.3% |
| 3Y | +535.3% | +75.5% | +459.7% | +229.4% |
| 5Y | +916.4% | +59.4% | +857.0% | +493.5% |
| All | +2,397.0% | +111.1% | +2,285.9% | +864.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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