+797.5%
IT vs VEU
+174.2%
+623.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +1.1% | +2.1% | -1.0% | -0.6% |
| 30D | -1.8% | -0.9% | -0.9% | -1.2% |
| 3M | +4.8% | -5.4% | +10.2% | +9.1% |
| 6M | +33.0% | -1.8% | +34.8% | +32.6% |
| YTD | -23.8% | +10.9% | -34.8% | -32.2% |
| 1Y | -16.5% | +13.6% | -30.1% | -27.1% |
| 3Y | -53.6% | +69.3% | -122.9% | -71.0% |
| 5Y | -42.1% | +48.1% | -90.2% | -59.4% |
| 10Y | +90.1% | +148.0% | -57.9% | -10.8% |
| All | +797.5% | +174.2% | +623.3% | +287.7% |
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