+107.6%
VEA vs SITM
+4,789.7%
-4,682.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.5% |
| 7D | -1.5% | +3.9% | -5.3% | -1.9% |
| 30D | -0.8% | -6.6% | +5.8% | -0.3% |
| 3M | +2.5% | -11.9% | +14.3% | +2.7% |
| 6M | +11.1% | +81.1% | -70.0% | +1.5% |
| YTD | +17.2% | +80.0% | -62.8% | +6.4% |
| 1Y | +24.5% | +145.8% | -121.3% | +8.0% |
| 3Y | +75.4% | +475.9% | -400.5% | +29.6% |
| 5Y | +61.1% | +189.2% | -128.1% | +20.3% |
| All | +107.6% | +4,789.7% | -4,682.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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