+1,043.7%
SPYG vs VEU
+190.9%
+852.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.2% | +1.7% | -0.5% | -0.1% |
| 30D | -1.6% | +1.0% | -2.5% | -2.3% |
| 3M | +3.4% | +5.6% | -2.3% | -0.9% |
| 6M | +18.9% | +13.7% | +5.2% | +7.5% |
| YTD | +13.8% | +17.7% | -3.9% | 0.0% |
| 1Y | +20.6% | +25.8% | -5.2% | +0.7% |
| 3Y | +100.5% | +77.1% | +23.4% | +28.6% |
| 5Y | +84.6% | +57.1% | +27.5% | +30.6% |
| 10Y | +410.8% | +149.8% | +261.0% | +159.4% |
| All | +1,043.7% | +190.9% | +852.8% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling