+637.9%
SPY vs VEA
+170.4%
+467.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | +0.1% | +1.0% | -0.8% | -0.7% |
| 30D | +0.1% | +1.9% | -1.9% | -1.5% |
| 3M | +2.0% | +3.2% | -1.2% | -0.8% |
| 6M | +13.0% | +10.2% | +2.8% | +3.8% |
| YTD | +13.5% | +18.9% | -5.4% | -2.1% |
| 1Y | +20.0% | +29.3% | -9.4% | -3.5% |
| 3Y | +77.2% | +76.8% | +0.4% | +10.2% |
| 5Y | +81.9% | +61.2% | +20.6% | +21.7% |
| 10Y | +314.1% | +163.3% | +150.8% | +88.1% |
| All | +637.9% | +170.4% | +467.5% | +203.3% |
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