+392.7%
ED vs VEU
+192.1%
+200.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -0.1% | +2.2% | -2.3% | -0.9% |
| 3M | +3.9% | +3.0% | +0.9% | +2.6% |
| 6M | -3.0% | +10.9% | -13.9% | -6.8% |
| YTD | +10.7% | +18.2% | -7.5% | +3.9% |
| 1Y | +13.3% | +28.3% | -14.9% | +3.3% |
| 3Y | +34.5% | +74.6% | -40.1% | +9.1% |
| 5Y | +67.1% | +56.4% | +10.8% | +39.8% |
| 10Y | +103.0% | +153.0% | -50.0% | +39.8% |
| All | +392.7% | +192.1% | +200.6% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling