+337.2%
IR vs VEU
+115.6%
+221.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.3% |
| 7D | +4.3% | +2.4% | +1.9% | +1.5% |
| 30D | +8.1% | -2.0% | +10.1% | +10.6% |
| 3M | +0.7% | -5.1% | +5.8% | +6.9% |
| 6M | +16.6% | -0.7% | +17.3% | +16.8% |
| YTD | +7.8% | +11.0% | -3.2% | -5.5% |
| 1Y | +9.9% | +12.4% | -2.5% | -5.0% |
| 3Y | +25.2% | +69.8% | -44.6% | -33.8% |
| 5Y | +46.8% | +48.2% | -1.4% | -7.9% |
| All | +337.2% | +115.6% | +221.7% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling