+173.7%
VEA vs SPY
+627.2%
-453.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +3.2% | +2.0% | +1.2% | +1.3% |
| 6M | +10.2% | +13.0% | -2.8% | -1.8% |
| YTD | +18.9% | +13.5% | +5.4% | +5.5% |
| 1Y | +29.3% | +20.0% | +9.4% | +8.8% |
| 3Y | +76.8% | +77.2% | -0.4% | +0.3% |
| 5Y | +61.2% | +81.9% | -20.6% | -12.0% |
| 10Y | +163.3% | +314.1% | -150.8% | -40.2% |
| All | +173.7% | +627.2% | -453.5% | -66.5% |
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