+47.2%
CAPR vs VEU
+17.0%
+30.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +6.7% |
| 7D | +43.2% | +0.2% | +43.0% | +43.0% |
| 30D | +14.7% | -2.1% | +16.8% | +16.5% |
| 3M | +113.9% | -2.7% | +116.6% | +118.8% |
| 6M | -73.4% | +3.2% | -76.6% | -74.8% |
| YTD | -69.1% | +12.6% | -81.7% | -76.7% |
| 1Y | +47.2% | +17.1% | +30.1% | -19.3% |
| All | +47.2% | +17.0% | +30.2% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling