+418.5%
EL vs VEU
+188.0%
+230.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | -0.2% |
| 7D | -6.5% | -1.4% | -5.1% | -5.4% |
| 30D | +11.1% | -0.4% | +11.6% | +11.6% |
| 3M | +10.7% | +2.5% | +8.2% | +8.5% |
| 6M | +6.9% | +11.1% | -4.3% | -2.2% |
| YTD | -6.3% | +16.5% | -22.8% | -17.2% |
| 1Y | +13.5% | +22.9% | -9.5% | -3.7% |
| 3Y | -33.1% | +73.4% | -106.5% | -56.1% |
| 5Y | -68.8% | +56.1% | -124.9% | -77.4% |
| 10Y | +26.1% | +153.0% | -126.9% | -34.6% |
| All | +418.5% | +188.0% | +230.5% | +115.9% |
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