+60.9%
VEA vs SFM
+217.9%
-156.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.6% |
| 7D | +0.3% | -7.2% | +7.5% | +0.9% |
| 30D | +0.4% | -14.3% | +14.8% | +1.6% |
| 3M | +4.8% | -13.7% | +18.5% | +5.8% |
| 6M | +11.3% | -6.0% | +17.3% | +11.1% |
| YTD | +17.4% | -8.2% | +25.6% | +17.3% |
| 1Y | +26.2% | -46.2% | +72.4% | +32.7% |
| 3Y | +77.7% | +83.6% | -5.8% | +62.6% |
| 5Y | +60.9% | +212.7% | -151.8% | +39.4% |
| All | +60.9% | +217.9% | -156.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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