+233.8%
VUSE vs SPY
+411.3%
-177.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.2% |
| 7D | -1.5% | -0.8% | -0.8% | -0.8% |
| 30D | -1.9% | -1.1% | -0.8% | -0.8% |
| 3M | +2.1% | +3.9% | -1.7% | -1.7% |
| 6M | +10.9% | +13.6% | -2.7% | -2.4% |
| YTD | +9.3% | +12.7% | -3.4% | -3.1% |
| 1Y | +8.7% | +17.5% | -8.8% | -7.6% |
| 3Y | +52.5% | +76.9% | -24.4% | -14.6% |
| 5Y | +74.9% | +83.6% | -8.7% | -6.2% |
| 10Y | +210.6% | +320.7% | -110.1% | -26.9% |
| All | +233.8% | +411.3% | -177.6% | -34.4% |
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