+774.6%
LOW vs VEU
+190.9%
+583.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.4% | +1.7% | -1.3% | -0.9% |
| 30D | -10.1% | +1.0% | -11.1% | -10.8% |
| 3M | -2.9% | +5.6% | -8.5% | -7.3% |
| 6M | -19.4% | +13.7% | -33.1% | -27.7% |
| YTD | -15.4% | +17.7% | -33.2% | -26.3% |
| 1Y | -24.9% | +25.8% | -50.7% | -38.1% |
| 3Y | -7.8% | +77.1% | -84.9% | -42.4% |
| 5Y | +8.4% | +57.1% | -48.8% | -25.8% |
| 10Y | +226.8% | +149.8% | +77.0% | +59.5% |
| All | +774.6% | +190.9% | +583.6% | +228.8% |
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