+58.2%
CAPR vs VEU
+28.8%
+29.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.8% |
| 30D | +139.2% | +2.2% | +137.0% | +135.9% |
| 3M | -66.4% | +3.0% | -69.4% | -67.0% |
| 6M | -63.1% | +10.9% | -74.0% | -67.1% |
| YTD | -67.4% | +18.2% | -85.6% | -74.7% |
| 1Y | +58.2% | +28.3% | +30.0% | +17.4% |
| All | +58.2% | +28.8% | +29.4% | +17.4% |
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 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