+200.7%
DD vs VEU
+192.1%
+8.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | -0.2% |
| 7D | -3.5% | +1.1% | -4.7% | -4.7% |
| 30D | -10.3% | +2.2% | -12.5% | -12.4% |
| 3M | -7.5% | +3.0% | -10.5% | -10.7% |
| 6M | -8.0% | +10.9% | -18.9% | -17.9% |
| YTD | +10.5% | +18.2% | -7.7% | -8.0% |
| 1Y | +38.3% | +28.3% | +10.0% | +5.4% |
| 3Y | +42.5% | +74.6% | -32.1% | -21.5% |
| 5Y | +60.2% | +56.4% | +3.8% | +0.2% |
| 10Y | +68.9% | +153.0% | -84.2% | -34.5% |
| All | +200.7% | +192.1% | +8.6% | +2.8% |
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