-35.9%
EFX vs VEU
+53.0%
-89.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +1.2% |
| 7D | -11.1% | -1.9% | -9.2% | -9.5% |
| 30D | -7.4% | -0.7% | -6.7% | -6.9% |
| 3M | +1.5% | +4.9% | -3.4% | -4.2% |
| 6M | -13.7% | +9.8% | -23.5% | -23.1% |
| YTD | -21.9% | +15.3% | -37.2% | -34.4% |
| 1Y | -30.8% | +23.0% | -53.8% | -46.1% |
| 3Y | -12.4% | +73.5% | -85.9% | -53.6% |
| 5Y | -35.9% | +54.5% | -90.4% | -61.8% |
| All | -35.9% | +53.0% | -89.0% | -61.8% |
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