-29.0%
VET vs SPY
+809.3%
-838.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +21.6% | +0.1% | +21.5% | +21.3% |
| 3M | +8.1% | +2.0% | +6.1% | +4.5% |
| 6M | +13.1% | +13.0% | +0.1% | -5.9% |
| YTD | +56.6% | +13.5% | +43.1% | +29.4% |
| 1Y | +74.4% | +20.0% | +54.4% | +33.7% |
| 3Y | -7.0% | +77.2% | -84.2% | -56.8% |
| 5Y | +107.0% | +81.9% | +25.1% | -8.4% |
| 10Y | -48.7% | +314.1% | -362.8% | -90.2% |
| All | -29.0% | +809.3% | -838.3% | -93.1% |
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