+496.6%
EL vs VEU
+174.2%
+322.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.5% | +2.1% | -0.6% | -0.2% |
| 30D | +10.0% | -0.9% | +10.9% | +10.8% |
| 3M | +28.4% | -5.4% | +33.8% | +34.4% |
| 6M | +37.1% | -1.8% | +38.8% | +38.6% |
| YTD | +7.8% | +10.9% | -3.1% | -0.9% |
| 1Y | +26.0% | +13.6% | +12.5% | +13.7% |
| 3Y | +3.8% | +69.3% | -65.4% | -30.5% |
| 5Y | -65.2% | +48.1% | -113.3% | -73.7% |
| 10Y | +62.1% | +148.0% | -85.9% | -14.2% |
| All | +496.6% | +174.2% | +322.4% | +158.4% |
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