+173.7%
VEA vs SO
+489.3%
-315.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +1.9% | -4.6% | +6.5% | +4.1% |
| 3M | +3.2% | -3.0% | +6.2% | +4.2% |
| 6M | +10.2% | -8.3% | +18.5% | +14.0% |
| YTD | +18.9% | +3.5% | +15.4% | +16.0% |
| 1Y | +29.3% | -0.9% | +30.3% | +28.4% |
| 3Y | +76.8% | +45.4% | +31.4% | +43.3% |
| 5Y | +61.2% | +59.6% | +1.6% | +22.3% |
| 10Y | +163.3% | +156.6% | +6.7% | +42.5% |
| All | +173.7% | +489.3% | -315.6% | -26.8% |
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