+318.0%
SPYM vs VEA
+165.0%
+153.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.1% |
| 7D | -0.8% | -1.5% | +0.7% | +0.5% |
| 30D | -1.1% | -0.8% | -0.2% | -0.4% |
| 3M | +3.9% | +2.5% | +1.4% | +1.4% |
| 6M | +13.6% | +11.1% | +2.5% | +2.5% |
| YTD | +12.7% | +17.2% | -4.4% | -3.3% |
| 1Y | +17.6% | +24.5% | -6.9% | -4.7% |
| 3Y | +77.2% | +75.4% | +1.8% | +3.7% |
| 5Y | +84.1% | +61.1% | +23.0% | +16.5% |
| All | +318.0% | +165.0% | +153.0% | +72.9% |
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