+598.7%
ALL vs VEU
+192.1%
+406.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | -1.5% | +2.2% | -3.7% | -3.4% |
| 3M | +23.6% | +3.0% | +20.6% | +19.0% |
| 6M | +22.3% | +10.9% | +11.5% | +9.6% |
| YTD | +26.5% | +18.2% | +8.3% | +6.7% |
| 1Y | +27.0% | +28.3% | -1.3% | -0.5% |
| 3Y | +149.6% | +74.6% | +75.0% | +46.6% |
| 5Y | +118.1% | +56.4% | +61.7% | +38.7% |
| 10Y | +369.0% | +153.0% | +216.0% | +88.3% |
| All | +598.7% | +192.1% | +406.6% | +96.4% |
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