+70.0%
VEA vs SN
+490.7%
-420.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +1.0% | -9.3% | +10.3% | +2.2% |
| 30D | +1.9% | -4.8% | +6.7% | +2.5% |
| 3M | +3.2% | +40.4% | -37.2% | -1.6% |
| 6M | +10.2% | +50.9% | -40.7% | +3.7% |
| YTD | +18.9% | +54.9% | -36.0% | +11.5% |
| 1Y | +29.3% | +43.0% | -13.7% | +22.0% |
| 3Y | +76.8% | +391.8% | -315.1% | +48.4% |
| All | +70.0% | +490.7% | -420.6% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling