+47.9%
IR vs VEU
+48.8%
-1.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | +9.0% | -2.3% | +11.3% | +11.9% |
| 3M | -0.9% | -4.4% | +3.5% | +4.1% |
| 6M | +13.4% | -2.2% | +15.6% | +15.5% |
| YTD | +8.5% | +10.9% | -2.5% | -4.7% |
| 1Y | +11.3% | +13.4% | -2.1% | -4.6% |
| 3Y | +26.0% | +69.7% | -43.7% | -33.0% |
| 5Y | +47.9% | +50.0% | -2.1% | -8.2% |
| All | +47.9% | +48.8% | -1.0% | -8.2% |
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 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