-29.4%
EW vs VEU
+56.2%
-85.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -6.4% | +0.7% | -7.0% | -6.9% |
| 3M | -1.6% | +4.7% | -6.2% | -5.3% |
| 6M | +2.3% | +11.6% | -9.4% | -6.7% |
| YTD | +1.1% | +16.8% | -15.7% | -11.3% |
| 1Y | +8.0% | +24.9% | -16.9% | -10.4% |
| 3Y | +16.3% | +75.7% | -59.4% | -29.4% |
| 5Y | -29.4% | +56.1% | -85.5% | -50.8% |
| All | -29.4% | +56.2% | -85.6% | -50.8% |
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