-68.4%
EL vs VEU
+56.2%
-124.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 6M | +7.4% | +11.6% | -4.2% | -8.4% |
| YTD | -4.7% | +16.8% | -21.5% | -23.4% |
| 1Y | +12.9% | +24.9% | -11.9% | -17.2% |
| 3Y | -32.2% | +75.7% | -108.0% | -68.7% |
| 5Y | -68.4% | +56.1% | -124.5% | -82.7% |
| All | -68.4% | +56.2% | -124.6% | -82.7% |
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