-8.8%
IT vs VEU
+17.0%
-25.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +2.2% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | +10.3% | -2.1% | +12.5% | +9.5% |
| 3M | +11.5% | -2.7% | +14.2% | +10.5% |
| 6M | +40.3% | +3.2% | +37.1% | +40.9% |
| YTD | -17.9% | +12.6% | -30.4% | -19.8% |
| 1Y | -8.8% | +17.1% | -25.9% | -14.4% |
| All | -8.8% | +17.0% | -25.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling