+2,902.5%
ISRG vs VEU
+192.1%
+2,710.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.3% |
| 7D | -1.6% | +1.1% | -2.7% | -2.6% |
| 30D | -2.3% | +2.2% | -4.4% | -4.2% |
| 3M | -12.4% | +3.0% | -15.4% | -15.2% |
| 6M | -26.8% | +10.9% | -37.7% | -34.0% |
| YTD | -35.3% | +18.2% | -53.4% | -45.0% |
| 1Y | -19.3% | +28.3% | -47.6% | -36.4% |
| 3Y | +18.1% | +74.6% | -56.5% | -29.4% |
| 5Y | +2.6% | +56.4% | -53.7% | -31.5% |
| 10Y | +379.4% | +153.0% | +226.4% | +117.0% |
| All | +2,902.5% | +192.1% | +2,710.3% | +1,005.3% |
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