+274.5%
IR vs VEU
+123.9%
+150.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.8% |
| 7D | -3.1% | -1.9% | -1.1% | -0.8% |
| 30D | -14.0% | -0.7% | -13.3% | -13.3% |
| 3M | +3.7% | +4.9% | -1.1% | -2.2% |
| 6M | -15.4% | +9.8% | -25.2% | -24.6% |
| YTD | -7.7% | +15.3% | -23.0% | -22.5% |
| 1Y | -8.8% | +23.0% | -31.9% | -29.1% |
| 3Y | +5.6% | +73.5% | -67.9% | -45.4% |
| 5Y | +34.3% | +54.5% | -20.2% | -19.6% |
| All | +274.5% | +123.9% | +150.6% | +47.7% |
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