+82.6%
SPYM vs VEA
+57.9%
+24.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -0.3% |
| 30D | -1.6% | -1.1% | -0.6% | -0.8% |
| 3M | +4.7% | +5.1% | -0.3% | +0.4% |
| 6M | +12.6% | +9.8% | +2.8% | +3.5% |
| YTD | +11.8% | +15.9% | -4.1% | -2.2% |
| 1Y | +17.5% | +24.6% | -7.0% | -3.4% |
| 3Y | +77.0% | +75.5% | +1.4% | +6.7% |
| 5Y | +82.6% | +59.4% | +23.2% | +20.0% |
| All | +82.6% | +57.9% | +24.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling