-64.5%
C vs VEU
+168.5%
-233.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -0.1% |
| 30D | -6.0% | -4.3% | -1.6% | +0.1% |
| 3M | -10.5% | -5.8% | -4.7% | -2.7% |
| 6M | -5.7% | -4.4% | -1.3% | -0.4% |
| YTD | +4.1% | +8.7% | -4.5% | -9.1% |
| 1Y | +20.5% | +12.6% | +7.8% | -0.1% |
| 3Y | +208.1% | +65.2% | +142.9% | +45.5% |
| 5Y | +110.4% | +45.5% | +64.9% | +18.6% |
| 10Y | +234.6% | +142.7% | +91.9% | -6.8% |
| All | -64.5% | +168.5% | -233.0% | -90.6% |
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