+173.7%
VEA vs SM
+26.3%
+147.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +1.9% | +26.3% | -24.4% | -1.3% |
| 3M | +3.2% | +8.7% | -5.5% | +1.4% |
| 6M | +10.2% | +51.7% | -41.4% | +2.7% |
| YTD | +18.9% | +99.0% | -80.2% | +6.4% |
| 1Y | +29.3% | +34.6% | -5.3% | +21.5% |
| 3Y | +76.8% | -7.8% | +84.5% | +70.1% |
| 5Y | +61.2% | +104.8% | -43.5% | +33.3% |
| 10Y | +163.3% | +7.2% | +156.1% | +77.5% |
| All | +173.7% | +26.3% | +147.4% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling