+38.5%
D vs VEU
+150.1%
-111.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -2.1% | +0.7% | -2.7% | -2.4% |
| 3M | -0.7% | +4.7% | -5.4% | -3.2% |
| 6M | +5.6% | +11.6% | -6.1% | -0.6% |
| YTD | +14.6% | +16.8% | -2.2% | +5.2% |
| 1Y | +15.3% | +24.9% | -9.5% | +2.2% |
| 3Y | +59.1% | +75.7% | -16.6% | +17.1% |
| 5Y | +3.9% | +56.1% | -52.2% | -19.3% |
| 10Y | +38.5% | +153.6% | -115.1% | -26.5% |
| All | +38.5% | +150.1% | -111.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling