-46.6%
VET vs SPY
+322.5%
-369.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -2.3% |
| 7D | +3.0% | -0.8% | +3.8% | +4.0% |
| 30D | +17.1% | -1.1% | +18.1% | +18.5% |
| 3M | +19.1% | +3.9% | +15.2% | +11.8% |
| 6M | +15.7% | +13.6% | +2.1% | -6.0% |
| YTD | +61.4% | +12.7% | +48.7% | +32.4% |
| 1Y | +81.4% | +17.5% | +63.9% | +39.7% |
| 3Y | -3.5% | +76.9% | -80.4% | -58.8% |
| 5Y | +121.3% | +83.6% | +37.7% | -12.6% |
| All | -46.6% | +322.5% | -369.1% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling