+61.6%
VEA vs SN
+673.1%
-611.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | 0.0% | +19.4% | -19.5% | -2.4% |
| 3M | -3.6% | +20.9% | -24.5% | -6.1% |
| 6M | -0.5% | +111.1% | -111.6% | -10.2% |
| YTD | +13.0% | +102.8% | -89.8% | +2.2% |
| 1Y | +16.3% | +146.2% | -129.9% | +2.8% |
| 3Y | +74.4% | +441.4% | -367.0% | +42.1% |
| All | +61.6% | +673.1% | -611.5% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling