+336.0%
IR vs VEU
+117.4%
+218.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.7% |
| 30D | +7.6% | -1.0% | +8.6% | +8.8% |
| 3M | +0.1% | -3.6% | +3.7% | +4.3% |
| 6M | +14.0% | -1.2% | +15.1% | +14.8% |
| YTD | +7.5% | +12.0% | -4.5% | -6.7% |
| 1Y | +10.1% | +13.9% | -3.7% | -6.2% |
| 3Y | +24.9% | +71.3% | -46.4% | -34.7% |
| 5Y | +46.9% | +50.3% | -3.4% | -9.4% |
| All | +336.0% | +117.4% | +218.5% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling