+158.3%
VEA vs SO
+526.0%
-367.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | +0.2% | +4.7% | -4.5% | -2.0% |
| 3M | -5.3% | +1.7% | -7.0% | -6.3% |
| 6M | -0.9% | +2.2% | -3.1% | -2.5% |
| YTD | +12.2% | +10.0% | +2.2% | +6.4% |
| 1Y | +16.1% | +6.0% | +10.1% | +11.8% |
| 3Y | +73.0% | +54.1% | +18.9% | +36.6% |
| 5Y | +53.7% | +79.6% | -25.9% | +10.0% |
| 10Y | +159.3% | +195.5% | -36.2% | +29.0% |
| All | +158.3% | +526.0% | -367.7% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling