+2,069.8%
EW vs VEU
+192.1%
+1,877.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -0.3% | +1.1% | -1.5% | -1.0% |
| 30D | +1.0% | +2.2% | -1.1% | -0.3% |
| 3M | +2.8% | +3.0% | -0.2% | +0.7% |
| 6M | +5.5% | +10.9% | -5.4% | -1.2% |
| YTD | +5.5% | +18.2% | -12.7% | -5.0% |
| 1Y | +11.0% | +28.3% | -17.2% | -4.7% |
| 3Y | +17.7% | +74.6% | -56.9% | -16.0% |
| 5Y | -25.7% | +56.4% | -82.1% | -43.4% |
| 10Y | +132.8% | +153.0% | -20.2% | +38.6% |
| All | +2,069.8% | +192.1% | +1,877.6% | +993.7% |
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 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