+214.8%
VDE vs SPY
+82.3%
+132.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +1.7% | -0.8% | +2.4% | +2.1% |
| 30D | +6.6% | -1.1% | +7.6% | +7.2% |
| 3M | +14.7% | +3.9% | +10.9% | +11.7% |
| 6M | +15.5% | +13.6% | +1.9% | +5.4% |
| YTD | +47.6% | +12.7% | +35.0% | +35.3% |
| 1Y | +50.6% | +17.5% | +33.1% | +33.7% |
| 3Y | +58.2% | +76.9% | -18.7% | +4.3% |
| All | +214.8% | +82.3% | +132.6% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling