+158.3%
VEA vs SPG
+538.4%
-380.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | +0.2% | +17.2% | -17.0% | -4.7% |
| 3M | -5.3% | +6.3% | -11.7% | -7.2% |
| 6M | -0.9% | +18.7% | -19.6% | -6.4% |
| YTD | +12.2% | +30.1% | -17.9% | +2.9% |
| 1Y | +16.1% | +32.8% | -16.7% | +5.8% |
| 3Y | +73.0% | +133.6% | -60.6% | +30.5% |
| 5Y | +53.7% | +84.4% | -30.7% | +22.9% |
| 10Y | +159.3% | +114.3% | +45.0% | +76.4% |
| All | +158.3% | +538.4% | -380.1% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling