+73.0%
VEA vs SM
-3.8%
+76.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.9% |
| 7D | +1.8% | +10.6% | -8.8% | +1.5% |
| 30D | -0.9% | -15.0% | +14.1% | -0.5% |
| 3M | -5.0% | +1.7% | -6.7% | -5.4% |
| 6M | 0.0% | +5.9% | -5.9% | -0.8% |
| YTD | +12.2% | +79.0% | -66.8% | +4.5% |
| 1Y | +14.7% | +84.7% | -69.9% | +6.4% |
| All | +73.0% | -3.8% | +76.8% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling