+533.2%
EXEL vs VEU
+192.1%
+341.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.7% |
| 7D | +8.4% | +1.1% | +7.2% | +7.1% |
| 30D | +4.1% | +2.2% | +1.9% | +1.9% |
| 3M | +12.4% | +3.0% | +9.4% | +8.6% |
| 6M | +41.5% | +10.9% | +30.7% | +26.5% |
| YTD | +34.6% | +18.2% | +16.4% | +12.7% |
| 1Y | +57.9% | +28.3% | +29.6% | +21.7% |
| 3Y | +159.5% | +74.6% | +84.9% | +43.8% |
| 5Y | +198.5% | +56.4% | +142.1% | +80.8% |
| 10Y | +411.4% | +153.0% | +258.3% | +83.1% |
| All | +533.2% | +192.1% | +341.0% | +111.2% |
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