+83.9%
ED vs VEU
+48.7%
+35.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | +10.7% | -2.0% | +12.7% | +10.9% |
| 3M | +11.6% | -5.1% | +16.8% | +12.3% |
| 6M | +13.5% | -0.7% | +14.2% | +13.3% |
| YTD | +23.1% | +11.0% | +12.1% | +20.0% |
| 1Y | +23.1% | +12.4% | +10.7% | +19.6% |
| 3Y | +47.9% | +69.8% | -21.8% | +26.6% |
| 5Y | +83.9% | +48.2% | +35.7% | +57.7% |
| All | +83.9% | +48.7% | +35.2% | +57.7% |
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