+77.8%
VEA vs SMR
-14.3%
+92.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.7% | +16.7% | +1.9% |
| 7D | -1.5% | -11.2% | +9.8% | -1.0% |
| 30D | -0.8% | -10.2% | +9.4% | -0.5% |
| 3M | +2.5% | -10.0% | +12.5% | +2.5% |
| 6M | +11.1% | -30.5% | +41.6% | +12.0% |
| YTD | +17.2% | -39.2% | +56.4% | +18.4% |
| 1Y | +24.5% | -75.5% | +100.0% | +29.6% |
| 3Y | +75.4% | +45.4% | +30.0% | +58.6% |
| All | +77.8% | -14.3% | +92.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling