-15.8%
F vs VEU
+45.1%
-60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +3.5% |
| 30D | +2.6% | -4.3% | +7.0% | +8.1% |
| 3M | -8.8% | -5.8% | -3.0% | -2.2% |
| 6M | +4.6% | -4.4% | +9.0% | +9.7% |
| YTD | -1.9% | +8.7% | -10.6% | -12.7% |
| 1Y | -0.8% | +12.6% | -13.4% | -15.7% |
| 3Y | +43.5% | +65.2% | -21.8% | -28.3% |
| All | -15.8% | +45.1% | -60.9% | -46.5% |
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