+100.2%
EXC vs VEU
+192.1%
-91.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +0.3% | +1.1% | -0.9% | -0.4% |
| 30D | -3.7% | +2.2% | -5.9% | -5.0% |
| 3M | -1.3% | +3.0% | -4.3% | -3.7% |
| 6M | -9.7% | +10.9% | -20.6% | -16.4% |
| YTD | +2.9% | +18.2% | -15.3% | -8.8% |
| 1Y | +4.4% | +28.3% | -23.9% | -12.3% |
| 3Y | +22.2% | +74.6% | -52.4% | -17.3% |
| 5Y | +46.7% | +56.4% | -9.7% | +5.3% |
| 10Y | +155.3% | +153.0% | +2.3% | +32.6% |
| All | +100.2% | +192.1% | -91.9% | -14.8% |
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