+47.9%
DE vs VEU
+28.8%
+19.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +10.0% | +1.1% | +8.9% | +9.4% |
| 30D | +13.3% | +2.2% | +11.1% | +12.1% |
| 3M | +17.5% | +3.0% | +14.5% | +15.8% |
| 6M | +13.6% | +10.9% | +2.7% | +7.5% |
| YTD | +49.8% | +18.2% | +31.6% | +38.1% |
| 1Y | +47.9% | +28.3% | +19.6% | +30.2% |
| All | +47.9% | +28.8% | +19.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling