+152.7%
CAPR vs VEU
+48.8%
+103.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.3% | -9.3% |
| 7D | +7.6% | +0.5% | +7.1% | +7.5% |
| 30D | +13.3% | -2.3% | +15.6% | +16.2% |
| 3M | +130.4% | -4.4% | +134.8% | +141.3% |
| 6M | -70.8% | -2.2% | -68.6% | -70.8% |
| YTD | -69.3% | +10.9% | -80.2% | -73.3% |
| 1Y | +59.5% | +13.4% | +46.2% | +35.8% |
| 3Y | +216.8% | +69.7% | +147.1% | +90.3% |
| 5Y | +152.7% | +50.0% | +102.7% | +74.8% |
| All | +152.7% | +48.8% | +103.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling