+652.4%
A vs VEU
+192.1%
+460.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.1% |
| 7D | -1.9% | +1.1% | -3.1% | -3.0% |
| 30D | +6.9% | +2.2% | +4.7% | +4.8% |
| 3M | +9.2% | +3.0% | +6.3% | +5.7% |
| 6M | +25.7% | +10.9% | +14.8% | +12.9% |
| YTD | +11.5% | +18.2% | -6.7% | -5.9% |
| 1Y | +18.4% | +28.3% | -9.9% | -7.6% |
| 3Y | +26.6% | +74.6% | -48.0% | -25.9% |
| 5Y | -12.8% | +56.4% | -69.2% | -43.3% |
| 10Y | +247.2% | +153.0% | +94.2% | +43.3% |
| All | +652.4% | +192.1% | +460.3% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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