-31.9%
EL vs VEU
+74.2%
-106.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -1.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.7% |
| 30D | +13.7% | +0.7% | +13.0% | +12.9% |
| 3M | +14.5% | +4.7% | +9.8% | +8.1% |
| 6M | +7.4% | +11.6% | -4.2% | -7.7% |
| YTD | -4.7% | +16.8% | -21.5% | -22.8% |
| 1Y | +12.9% | +24.9% | -11.9% | -16.4% |
| All | -31.9% | +74.2% | -106.1% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling