+86.0%
CAPR vs VEU
+56.3%
+29.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | -9.5% | +1.7% | -11.2% | -10.9% |
| 30D | +121.5% | +1.0% | +120.5% | +119.8% |
| 3M | -65.4% | +5.6% | -71.0% | -68.0% |
| 6M | -67.5% | +13.7% | -81.2% | -72.3% |
| YTD | -68.6% | +17.7% | -86.3% | -74.3% |
| 1Y | +42.7% | +25.8% | +16.9% | +9.2% |
| 3Y | +43.4% | +77.1% | -33.8% | -17.8% |
| 5Y | +86.0% | +57.1% | +28.9% | +22.4% |
| All | +86.0% | +56.3% | +29.8% | +22.4% |
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 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