+59.9%
VEA vs SPG
+106.0%
-46.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | -0.8% | -6.1% | +5.3% | +1.3% |
| 3M | +2.5% | -3.6% | +6.1% | +3.5% |
| 6M | +11.1% | +10.4% | +0.7% | +6.8% |
| YTD | +17.2% | +14.4% | +2.8% | +11.0% |
| 1Y | +24.5% | +16.5% | +8.0% | +17.0% |
| 3Y | +75.4% | +106.8% | -31.4% | +30.4% |
| All | +59.9% | +106.0% | -46.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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