+198.5%
EXEL vs VEU
+56.2%
+142.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +10.1% | +0.7% | +9.5% | +9.7% |
| 3M | +10.1% | +4.7% | +5.4% | +7.2% |
| 6M | +37.7% | +11.6% | +26.0% | +29.2% |
| YTD | +33.1% | +16.8% | +16.3% | +21.9% |
| 1Y | +52.4% | +24.9% | +27.5% | +34.6% |
| 3Y | +163.8% | +75.7% | +88.1% | +92.4% |
| 5Y | +198.5% | +56.1% | +142.4% | +134.9% |
| All | +198.5% | +56.2% | +142.4% | +134.9% |
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