+59.4%
VEA vs SO
+57.1%
+2.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -2.1% | -1.1% | -0.9% | -1.8% |
| 30D | -1.1% | -3.7% | +2.7% | -0.3% |
| 3M | +5.1% | -5.9% | +11.0% | +6.2% |
| 6M | +9.8% | -7.3% | +17.1% | +11.3% |
| YTD | +15.9% | +3.1% | +12.8% | +14.5% |
| 1Y | +24.6% | -1.0% | +25.6% | +24.1% |
| 3Y | +75.5% | +43.2% | +32.3% | +56.1% |
| 5Y | +59.4% | +59.1% | +0.3% | +38.7% |
| All | +59.4% | +57.1% | +2.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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