+90.1%
EXPE vs VEU
+55.0%
+35.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | -11.5% | +0.3% | -11.8% | -11.8% |
| 30D | -13.1% | +0.7% | -13.7% | -13.8% |
| 3M | +18.1% | +4.7% | +13.5% | +10.6% |
| 6M | +13.3% | +11.6% | +1.6% | -4.0% |
| YTD | -3.2% | +16.8% | -20.0% | -23.9% |
| 1Y | +26.1% | +24.9% | +1.3% | -9.8% |
| 3Y | +151.7% | +75.7% | +76.0% | +7.0% |
| All | +90.1% | +55.0% | +35.1% | -4.1% |
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