+490.0%
EL vs VEU
+174.3%
+315.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.9% |
| 7D | +2.7% | +2.4% | +0.3% | +0.7% |
| 30D | +10.8% | -2.0% | +12.8% | +12.6% |
| 3M | +26.5% | -5.1% | +31.6% | +32.0% |
| 6M | +31.1% | -0.7% | +31.8% | +31.4% |
| YTD | +6.6% | +11.0% | -4.4% | -2.0% |
| 1Y | +21.8% | +12.4% | +9.4% | +10.8% |
| 3Y | +1.8% | +69.8% | -68.0% | -32.1% |
| 5Y | -65.6% | +48.2% | -113.8% | -74.0% |
| 10Y | +60.3% | +148.1% | -87.8% | -15.2% |
| All | +490.0% | +174.3% | +315.6% | +155.4% |
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