+706.1%
IT vs VEU
+190.9%
+515.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.1% |
| 7D | -9.1% | +1.7% | -10.8% | -10.3% |
| 30D | -7.0% | +1.0% | -8.0% | -7.8% |
| 3M | +7.6% | +5.6% | +2.0% | +1.9% |
| 6M | +2.1% | +13.7% | -11.5% | -10.1% |
| YTD | -31.6% | +17.7% | -49.3% | -41.7% |
| 1Y | -29.9% | +25.8% | -55.7% | -43.5% |
| 3Y | -51.3% | +77.1% | -128.4% | -70.5% |
| 5Y | -44.8% | +57.1% | -101.9% | -62.9% |
| 10Y | +91.4% | +149.8% | -58.4% | -10.6% |
| All | +706.1% | +190.9% | +515.2% | +233.4% |
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 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