-2.5%
VET vs SPY
+76.5%
-79.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.8% |
| 30D | +16.7% | -1.4% | +18.0% | +18.0% |
| 3M | +21.3% | +3.7% | +17.6% | +16.1% |
| 6M | +19.2% | +13.0% | +6.2% | +2.7% |
| YTD | +63.1% | +12.4% | +50.7% | +41.2% |
| 1Y | +85.0% | +18.5% | +66.5% | +49.1% |
| All | -2.5% | +76.5% | -79.0% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling