+579.1%
AU vs VEU
+73.8%
+505.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -1.1% |
| 7D | -4.3% | -1.4% | -2.8% | -2.1% |
| 30D | +7.3% | -0.4% | +7.7% | +8.3% |
| 3M | +26.3% | +2.5% | +23.8% | +22.1% |
| 6M | +1.8% | +11.1% | -9.4% | -10.9% |
| YTD | +26.8% | +16.5% | +10.3% | +5.6% |
| 1Y | +66.7% | +22.9% | +43.8% | +30.8% |
| 3Y | +579.1% | +73.4% | +505.7% | +254.0% |
| All | +579.1% | +73.8% | +505.3% | +254.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling