+65.8%
VEA vs SN
+453.9%
-388.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.7% |
| 7D | -2.1% | -7.2% | +5.1% | -1.1% |
| 30D | -1.1% | -13.4% | +12.3% | +0.7% |
| 3M | +5.1% | +26.8% | -21.7% | +1.6% |
| 6M | +9.8% | +44.6% | -34.8% | +3.9% |
| YTD | +15.9% | +45.3% | -29.4% | +9.6% |
| 1Y | +24.6% | +40.1% | -15.5% | +17.9% |
| 3Y | +75.5% | +375.3% | -299.7% | +48.5% |
| All | +65.8% | +453.9% | -388.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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