-36.0%
DOW vs VEU
+55.0%
-91.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -6.0% | +0.3% | -6.3% | -6.3% |
| 30D | -2.7% | +0.7% | -3.4% | -3.4% |
| 3M | -10.5% | +4.7% | -15.2% | -14.9% |
| 6M | -12.4% | +11.6% | -24.1% | -23.5% |
| YTD | +30.0% | +16.8% | +13.2% | +7.7% |
| 1Y | +27.8% | +24.9% | +2.9% | -1.4% |
| 3Y | -34.9% | +75.7% | -110.7% | -64.2% |
| All | -36.0% | +55.0% | -91.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling