+2,453.5%
EW vs VEU
+174.3%
+2,279.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +4.9% | +2.4% | +2.6% | +3.6% |
| 30D | +24.1% | -2.0% | +26.1% | +25.4% |
| 3M | +13.7% | -5.1% | +18.8% | +17.0% |
| 6M | +32.7% | -0.7% | +33.4% | +32.6% |
| YTD | +24.1% | +11.0% | +13.1% | +15.8% |
| 1Y | +23.6% | +12.4% | +11.2% | +14.6% |
| 3Y | +64.8% | +69.8% | -5.0% | +19.3% |
| 5Y | -8.8% | +48.2% | -57.0% | -28.3% |
| 10Y | +248.8% | +148.1% | +100.6% | +110.6% |
| All | +2,453.5% | +174.3% | +2,279.2% | +1,232.8% |
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 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