+1,670.9%
DE vs VEU
+188.7%
+1,482.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.3% |
| 30D | +11.1% | +0.7% | +10.5% | +10.4% |
| 3M | +17.6% | +4.7% | +12.9% | +12.2% |
| 6M | +13.6% | +11.6% | +1.9% | +1.1% |
| YTD | +46.3% | +16.8% | +29.5% | +24.3% |
| 1Y | +44.2% | +24.9% | +19.3% | +14.5% |
| 3Y | +76.6% | +75.7% | +0.8% | -0.4% |
| 5Y | +98.2% | +56.1% | +42.1% | +24.5% |
| 10Y | +863.5% | +153.6% | +709.9% | +282.3% |
| All | +1,670.9% | +188.7% | +1,482.2% | +468.9% |
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 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