-27.9%
VET vs SPY
+804.3%
-832.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.8% |
| 30D | +20.1% | -0.9% | +21.0% | +21.3% |
| 3M | +13.2% | +3.9% | +9.3% | +6.8% |
| 6M | +17.2% | +14.5% | +2.7% | -4.2% |
| YTD | +59.1% | +12.9% | +46.1% | +32.3% |
| 1Y | +80.2% | +19.4% | +60.9% | +39.1% |
| 3Y | -4.3% | +78.5% | -82.7% | -56.0% |
| 5Y | +118.4% | +81.8% | +36.7% | -3.3% |
| 10Y | -49.4% | +311.5% | -360.9% | -90.2% |
| All | -27.9% | +804.3% | -832.2% | -92.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling