+216.8%
CAPR vs VEU
+70.5%
+146.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.3% | -9.2% |
| 7D | +7.6% | +0.5% | +7.1% | +7.4% |
| 30D | +13.3% | -2.3% | +15.6% | +16.5% |
| 3M | +130.4% | -4.4% | +134.8% | +142.3% |
| 6M | -70.8% | -2.2% | -68.6% | -70.8% |
| YTD | -69.3% | +10.9% | -80.2% | -74.3% |
| 1Y | +59.5% | +13.4% | +46.2% | +29.5% |
| 3Y | +216.8% | +69.7% | +147.1% | +78.4% |
| All | +216.8% | +70.5% | +146.3% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling