+520.6%
VDE vs SPY
+923.8%
-403.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | +8.1% | -1.4% | +9.5% | +9.6% |
| 3M | +14.6% | +3.7% | +10.8% | +9.1% |
| 6M | +17.0% | +13.0% | +4.0% | +0.1% |
| YTD | +47.8% | +12.4% | +35.4% | +27.0% |
| 1Y | +53.4% | +18.5% | +34.9% | +23.7% |
| 3Y | +56.3% | +77.6% | -21.4% | -22.7% |
| 5Y | +224.6% | +81.7% | +142.9% | +51.6% |
| 10Y | +170.2% | +319.7% | -149.4% | -53.1% |
| All | +520.6% | +923.8% | -403.2% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling