+114.8%
ALL vs VEU
+56.3%
+58.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -4.7% | +1.0% | -5.7% | -5.0% |
| 3M | +18.4% | +5.6% | +12.7% | +15.8% |
| 6M | +20.5% | +13.7% | +6.8% | +13.8% |
| YTD | +23.5% | +17.7% | +5.8% | +14.3% |
| 1Y | +29.0% | +25.8% | +3.2% | +15.4% |
| 3Y | +153.7% | +77.1% | +76.6% | +88.7% |
| 5Y | +114.8% | +57.1% | +57.6% | +66.1% |
| All | +114.8% | +56.3% | +58.5% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling