+307.8%
SPY vs VEA
+161.1%
+146.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.3% | +0.3% | +0.6% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | -2.8% | -5.3% | +2.6% | +2.0% |
| 6M | +2.1% | -0.9% | +3.1% | +2.6% |
| YTD | +11.5% | +12.2% | -0.7% | -0.7% |
| 1Y | +13.5% | +16.1% | -2.6% | -2.1% |
| 3Y | +77.7% | +73.0% | +4.7% | +5.2% |
| 5Y | +72.6% | +53.7% | +18.9% | +13.9% |
| All | +307.8% | +161.1% | +146.7% | +72.8% |
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