-42.4%
IT vs VEU
+47.6%
-90.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +1.1% | +2.1% | -1.0% | -0.3% |
| 30D | -1.8% | -0.9% | -0.9% | -1.3% |
| 3M | +4.8% | -5.4% | +10.2% | +8.5% |
| 6M | +33.0% | -1.8% | +34.8% | +32.5% |
| YTD | -23.8% | +10.9% | -34.8% | -32.7% |
| 1Y | -16.5% | +13.6% | -30.1% | -27.9% |
| 3Y | -53.6% | +69.3% | -122.9% | -73.4% |
| All | -42.4% | +47.6% | -90.0% | -59.2% |
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