+2.2%
SPGI vs VEA
+60.9%
-58.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | +2.0% | +0.4% | +1.6% | +1.7% |
| 3M | +4.3% | +4.8% | -0.5% | +0.3% |
| 6M | -0.2% | +11.3% | -11.5% | -9.2% |
| YTD | -14.8% | +17.4% | -32.2% | -26.3% |
| 1Y | -18.5% | +26.2% | -44.7% | -34.0% |
| 3Y | +16.0% | +77.7% | -61.8% | -31.7% |
| 5Y | +2.2% | +60.9% | -58.7% | -34.7% |
| All | +2.2% | +60.9% | -58.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling