+158.3%
VEA vs SM
+13.4%
+144.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | +9.4% | -7.1% | +1.0% |
| 30D | +0.2% | -14.4% | +14.6% | +1.8% |
| 3M | -5.3% | +1.6% | -6.9% | -6.2% |
| 6M | -0.9% | +6.3% | -7.3% | -3.1% |
| YTD | +12.2% | +78.8% | -66.6% | +1.2% |
| 1Y | +16.1% | +83.1% | -67.0% | +4.2% |
| 3Y | +73.0% | -5.9% | +78.9% | +65.3% |
| 5Y | +53.7% | +4.8% | +48.9% | +39.2% |
| 10Y | +159.3% | +17.5% | +141.8% | +69.8% |
| All | +158.3% | +13.4% | +144.9% | -1.7% |
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