+7.8%
D vs VEU
+56.2%
-48.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +1.5% | +1.1% | +0.3% | +1.1% |
| 30D | -2.6% | +2.2% | -4.8% | -3.3% |
| 3M | 0.0% | +3.0% | -3.0% | -1.2% |
| 6M | +7.4% | +10.9% | -3.5% | +3.1% |
| YTD | +15.9% | +18.2% | -2.3% | +8.4% |
| 1Y | +18.1% | +28.3% | -10.2% | +6.8% |
| 3Y | +58.4% | +74.6% | -16.2% | +25.7% |
| All | +7.8% | +56.2% | -48.4% | -17.0% |
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