+291.3%
IR vs VEU
+129.5%
+161.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.6% |
| 7D | -2.8% | +1.1% | -4.0% | -4.1% |
| 30D | -15.1% | +2.2% | -17.3% | -17.3% |
| 3M | +6.1% | +3.0% | +3.1% | +2.0% |
| 6M | -16.8% | +10.9% | -27.7% | -26.7% |
| YTD | -3.5% | +18.2% | -21.7% | -21.3% |
| 1Y | -3.5% | +28.3% | -31.8% | -28.6% |
| 3Y | +9.5% | +74.6% | -65.1% | -43.8% |
| 5Y | +45.1% | +56.4% | -11.3% | -14.4% |
| All | +291.3% | +129.5% | +161.8% | +49.9% |
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