-12.1%
DOW vs VEU
+109.5%
-121.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -3.3% |
| 7D | -1.4% | -1.4% | 0.0% | +0.2% |
| 30D | -3.9% | -0.4% | -3.5% | -3.7% |
| 3M | -12.7% | +2.5% | -15.2% | -16.3% |
| 6M | -13.7% | +11.1% | -24.8% | -27.4% |
| YTD | +28.4% | +16.5% | +11.9% | +1.2% |
| 1Y | +21.8% | +22.9% | -1.2% | -10.3% |
| 3Y | -35.7% | +73.4% | -109.1% | -69.5% |
| 5Y | -36.8% | +56.1% | -92.9% | -65.5% |
| All | -12.1% | +109.5% | -121.5% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling