+214.9%
VZ vs VEA
+149.5%
+65.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.1% | -2.2% | +4.4% | +3.2% |
| 30D | +1.4% | -3.4% | +4.7% | +2.8% |
| 3M | -1.3% | -5.6% | +4.4% | +1.1% |
| 6M | -0.5% | -3.4% | +2.9% | +0.3% |
| YTD | +19.6% | +9.7% | +9.9% | +12.7% |
| 1Y | +22.4% | +15.4% | +7.0% | +12.4% |
| 3Y | +55.9% | +68.5% | -12.6% | +17.6% |
| 5Y | +20.4% | +49.6% | -29.2% | -4.8% |
| 10Y | +66.9% | +154.3% | -87.4% | -2.7% |
| All | +214.9% | +149.5% | +65.3% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling