+250.2%
D vs VEU
+192.1%
+58.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.7% |
| 7D | +1.5% | +1.1% | +0.3% | +0.9% |
| 30D | -2.6% | +2.2% | -4.8% | -3.6% |
| 3M | 0.0% | +3.0% | -3.0% | -1.7% |
| 6M | +7.4% | +10.9% | -3.5% | +1.6% |
| YTD | +15.9% | +18.2% | -2.3% | +6.2% |
| 1Y | +18.1% | +28.3% | -10.2% | +3.9% |
| 3Y | +58.4% | +74.6% | -16.2% | +19.4% |
| 5Y | +5.2% | +56.4% | -51.2% | -17.3% |
| 10Y | +35.9% | +153.0% | -117.2% | -17.5% |
| All | +250.2% | +192.1% | +58.1% | +79.2% |
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