+57.7%
AZN vs VEU
+55.0%
+2.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -1.6% | -1.4% | -0.1% | -0.8% |
| 30D | +1.1% | -0.4% | +1.5% | +1.3% |
| 3M | -12.1% | +2.5% | -14.7% | -13.7% |
| 6M | -17.1% | +11.1% | -28.3% | -22.8% |
| YTD | -12.0% | +16.5% | -28.5% | -20.5% |
| 1Y | -0.2% | +22.9% | -23.1% | -12.8% |
| 3Y | +26.8% | +73.4% | -46.6% | -10.8% |
| All | +57.7% | +55.0% | +2.8% | +7.0% |
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 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