+23.5%
EL vs VEU
+152.3%
-128.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -0.9% |
| 7D | -4.4% | -1.9% | -2.4% | -2.2% |
| 30D | +10.3% | -0.7% | +11.0% | +11.3% |
| 3M | +13.4% | +4.9% | +8.5% | +7.4% |
| 6M | +3.1% | +9.8% | -6.8% | -7.9% |
| YTD | -6.9% | +15.3% | -22.2% | -21.0% |
| 1Y | +11.9% | +23.0% | -11.1% | -11.5% |
| 3Y | -33.8% | +73.5% | -107.3% | -63.7% |
| 5Y | -69.0% | +54.5% | -123.4% | -80.6% |
| All | +23.5% | +152.3% | -128.8% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling