+2,010.2%
VRT vs VEA
+104.3%
+1,905.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.5% |
| 7D | +18.6% | +1.8% | +16.8% | +16.0% |
| 30D | -11.7% | -0.9% | -10.8% | -9.9% |
| 3M | -27.3% | -5.0% | -22.2% | -21.0% |
| 6M | -42.9% | 0.0% | -42.9% | -41.5% |
| YTD | +29.5% | +12.2% | +17.3% | +15.1% |
| 1Y | +21.0% | +14.7% | +6.3% | +4.9% |
| 3Y | +403.1% | +73.2% | +329.9% | +168.0% |
| 5Y | +688.8% | +53.7% | +635.1% | +387.9% |
| All | +2,010.2% | +104.3% | +1,905.9% | +759.7% |
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