-49.3%
COMP vs VEU
+53.0%
-102.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.3% |
| 7D | +13.4% | -1.6% | +15.1% | +17.9% |
| 30D | +11.1% | -4.3% | +15.4% | +22.1% |
| 3M | -18.8% | -5.8% | -13.0% | -7.8% |
| 6M | +10.5% | -4.4% | +14.9% | +21.3% |
| YTD | -3.4% | +8.7% | -12.1% | -18.3% |
| 1Y | +19.7% | +12.6% | +7.1% | -6.7% |
| 3Y | +381.6% | +65.2% | +316.4% | +49.3% |
| 5Y | -17.6% | +45.5% | -63.1% | -66.3% |
| All | -49.3% | +53.0% | -102.3% | -80.2% |
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