+59.6%
DD vs VEU
+56.2%
+3.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.7% |
| 7D | -3.8% | +0.3% | -4.1% | -4.1% |
| 30D | -9.2% | +0.7% | -9.9% | -9.9% |
| 3M | -9.0% | +4.7% | -13.7% | -13.9% |
| 6M | -5.0% | +11.6% | -16.6% | -16.8% |
| YTD | +7.4% | +16.8% | -9.4% | -10.9% |
| 1Y | +35.1% | +24.9% | +10.2% | +3.5% |
| 3Y | +43.2% | +75.7% | -32.5% | -25.7% |
| 5Y | +59.6% | +56.1% | +3.5% | -4.9% |
| All | +59.6% | +56.2% | +3.5% | -4.9% |
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