+37.3%
IR vs VEU
+56.2%
-18.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.2% |
| 7D | -1.9% | +0.3% | -2.2% | -2.2% |
| 30D | -15.0% | +0.7% | -15.7% | -15.7% |
| 3M | -0.4% | +4.7% | -5.1% | -5.7% |
| 6M | -15.0% | +11.6% | -26.7% | -25.5% |
| YTD | -7.1% | +16.8% | -23.9% | -22.8% |
| 1Y | -7.5% | +24.9% | -32.4% | -29.0% |
| 3Y | +6.3% | +75.7% | -69.4% | -45.3% |
| 5Y | +37.3% | +56.1% | -18.8% | -19.5% |
| All | +37.3% | +56.2% | -18.8% | -19.5% |
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