-59.1%
C vs VEU
+192.1%
-251.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -1.1% |
| 7D | +3.6% | +1.1% | +2.5% | +2.0% |
| 30D | +0.1% | +2.2% | -2.1% | -3.0% |
| 3M | +2.4% | +3.0% | -0.6% | -2.3% |
| 6M | +24.9% | +10.9% | +14.1% | +6.5% |
| YTD | +19.8% | +18.2% | +1.6% | -7.1% |
| 1Y | +44.9% | +28.3% | +16.6% | -0.4% |
| 3Y | +263.0% | +74.6% | +188.4% | +58.8% |
| 5Y | +129.5% | +56.4% | +73.2% | +17.0% |
| 10Y | +291.6% | +153.0% | +138.6% | +2.9% |
| All | -59.1% | +192.1% | -251.3% | -90.4% |
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