+67.3%
ED vs VEU
+56.2%
+11.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +1.9% | +0.7% | +1.3% | +1.8% |
| 3M | +1.9% | +4.7% | -2.8% | +1.1% |
| 6M | -2.3% | +11.6% | -13.9% | -4.2% |
| YTD | +10.9% | +16.8% | -5.9% | +7.5% |
| 1Y | +14.5% | +24.9% | -10.4% | +9.2% |
| 3Y | +33.4% | +75.7% | -42.3% | +14.7% |
| 5Y | +67.3% | +56.1% | +11.2% | +39.6% |
| All | +67.3% | +56.2% | +11.1% | +39.6% |
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 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