+4.2%
VTEI vs SPY
+59.1%
-54.9%
-3.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -2.4% | -1.7% | -0.8% | -2.4% |
| 3M | -2.8% | +4.7% | -7.6% | -2.9% |
| 6M | -2.8% | +12.5% | -15.3% | -3.1% |
| YTD | -1.9% | +11.7% | -13.6% | -2.1% |
| 1Y | -0.1% | +17.5% | -17.5% | -0.4% |
| All | +4.2% | +59.1% | -54.9% | +3.5% |
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