-99.3%
CAPR vs VEU
+174.2%
-273.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.3% | -9.6% |
| 7D | +7.6% | +0.5% | +7.1% | +7.6% |
| 30D | +13.3% | -2.3% | +15.6% | +15.1% |
| 3M | +130.4% | -4.4% | +134.8% | +136.9% |
| 6M | -70.8% | -2.2% | -68.6% | -70.8% |
| YTD | -69.3% | +10.9% | -80.2% | -71.3% |
| 1Y | +59.5% | +13.4% | +46.2% | +47.2% |
| 3Y | +216.8% | +69.7% | +147.1% | +138.5% |
| 5Y | +152.7% | +50.0% | +102.7% | +102.6% |
| 10Y | -68.2% | +145.8% | -214.0% | -78.9% |
| All | -99.3% | +174.2% | -273.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling