+617.9%
ALL vs VEU
+174.3%
+443.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | 0.0% | +2.4% | -2.4% | -2.0% |
| 30D | +12.8% | -2.0% | +14.8% | +14.4% |
| 3M | +4.7% | -5.1% | +9.8% | +8.7% |
| 6M | +24.9% | -0.7% | +25.6% | +23.1% |
| YTD | +30.0% | +11.0% | +19.0% | +14.9% |
| 1Y | +29.9% | +12.4% | +17.6% | +13.6% |
| 3Y | +117.5% | +69.8% | +47.8% | +29.9% |
| 5Y | +161.7% | +48.2% | +113.5% | +73.1% |
| 10Y | +377.1% | +148.1% | +228.9% | +93.2% |
| All | +617.9% | +174.3% | +443.6% | +111.4% |
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