+167.5%
VDE vs SPY
+322.5%
-154.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | +1.7% | -0.8% | +2.4% | +2.4% |
| 30D | +6.6% | -1.1% | +7.6% | +7.6% |
| 3M | +14.7% | +3.9% | +10.9% | +10.0% |
| 6M | +15.5% | +13.6% | +1.9% | +0.4% |
| YTD | +47.6% | +12.7% | +35.0% | +29.1% |
| 1Y | +50.6% | +17.5% | +33.1% | +25.9% |
| 3Y | +58.2% | +76.9% | -18.7% | -15.3% |
| 5Y | +224.5% | +83.6% | +141.0% | +62.9% |
| All | +167.5% | +322.5% | -154.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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