+333.9%
BDX vs VEU
+190.9%
+143.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | -4.3% | +1.7% | -6.0% | -5.0% |
| 30D | +1.3% | +1.0% | +0.3% | +0.8% |
| 3M | +20.2% | +5.6% | +14.6% | +17.0% |
| 6M | +8.6% | +13.7% | -5.1% | +1.9% |
| YTD | +19.0% | +17.7% | +1.3% | +9.7% |
| 1Y | +21.2% | +25.8% | -4.6% | +8.5% |
| 3Y | -9.7% | +77.1% | -86.8% | -31.0% |
| 5Y | -3.4% | +57.1% | -60.5% | -22.8% |
| 10Y | +53.9% | +149.8% | -95.9% | -0.9% |
| All | +333.9% | +190.9% | +143.0% | +147.9% |
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