-35.7%
DOW vs VEU
+73.8%
-109.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -1.4% | -1.4% | 0.0% | -0.4% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | -12.7% | +2.5% | -15.2% | -15.0% |
| 6M | -13.7% | +11.1% | -24.8% | -24.1% |
| YTD | +28.4% | +16.5% | +11.9% | +5.3% |
| 1Y | +21.8% | +22.9% | -1.2% | -6.8% |
| 3Y | -35.7% | +73.4% | -109.1% | -66.6% |
| All | -35.7% | +73.8% | -109.5% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling