+60.9%
VEA vs SM
+119.2%
-58.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.4% | +20.3% | -19.8% | -1.2% |
| 3M | +4.8% | +22.9% | -18.1% | +2.5% |
| 6M | +11.3% | +47.8% | -36.6% | +5.8% |
| YTD | +17.4% | +107.5% | -90.1% | +6.9% |
| 1Y | +26.2% | +51.7% | -25.5% | +19.0% |
| 3Y | +77.7% | -0.9% | +78.6% | +71.6% |
| 5Y | +60.9% | +112.2% | -51.3% | +38.8% |
| All | +60.9% | +119.2% | -58.3% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling