+158.3%
VEA vs SM
+13.5%
+144.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.4% |
| 7D | +1.8% | +10.6% | -8.8% | +0.4% |
| 30D | -0.9% | -15.0% | +14.1% | +0.8% |
| 3M | -5.0% | +1.7% | -6.7% | -5.9% |
| 6M | 0.0% | +5.9% | -5.9% | -2.2% |
| YTD | +12.2% | +79.0% | -66.8% | +1.2% |
| 1Y | +14.7% | +84.7% | -69.9% | +2.9% |
| 3Y | +73.2% | -3.5% | +76.6% | +64.9% |
| 5Y | +53.7% | +4.9% | +48.7% | +39.1% |
| 10Y | +159.3% | +17.7% | +141.6% | +69.7% |
| All | +158.3% | +13.5% | +144.7% | -1.8% |
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 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