+84.9%
SPYG vs VEU
+53.0%
+31.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.4% |
| 7D | -1.8% | -1.9% | +0.1% | +0.1% |
| 30D | -1.9% | -0.7% | -1.2% | -1.2% |
| 3M | +5.2% | +4.9% | +0.3% | +0.2% |
| 6M | +15.6% | +9.8% | +5.7% | +4.9% |
| YTD | +12.4% | +15.3% | -2.9% | -3.2% |
| 1Y | +17.5% | +23.0% | -5.6% | -5.5% |
| 3Y | +98.1% | +73.5% | +24.6% | +10.8% |
| 5Y | +84.9% | +54.5% | +30.4% | +16.7% |
| All | +84.9% | +53.0% | +31.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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