+158.3%
VEA vs SPY
+614.1%
-455.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +2.3% | +2.6% | -0.3% | -0.2% |
| 30D | +0.2% | -2.0% | +2.2% | +2.1% |
| 3M | -5.3% | -2.8% | -2.6% | -2.8% |
| 6M | -0.9% | +2.1% | -3.1% | -2.9% |
| YTD | +12.2% | +11.5% | +0.7% | +1.3% |
| 1Y | +16.1% | +13.5% | +2.6% | +3.1% |
| 3Y | +73.0% | +77.7% | -4.7% | -2.1% |
| 5Y | +53.7% | +72.6% | -18.9% | -11.6% |
| 10Y | +159.3% | +308.2% | -148.9% | -40.3% |
| All | +158.3% | +614.1% | -455.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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