-4.3%
M vs VEU
+144.2%
-148.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.4% |
| 7D | +5.0% | +0.5% | +4.5% | +4.7% |
| 30D | +10.6% | -2.3% | +12.9% | +14.4% |
| 3M | +1.6% | -4.4% | +6.0% | +8.0% |
| 6M | +30.8% | -2.2% | +33.0% | +34.4% |
| YTD | +16.9% | +10.9% | +6.0% | -0.5% |
| 1Y | +26.3% | +13.4% | +12.9% | +4.4% |
| 3Y | +158.6% | +69.7% | +88.9% | +21.6% |
| 5Y | +2.1% | +50.0% | -47.9% | -41.3% |
| 10Y | -4.3% | +145.8% | -150.1% | -64.4% |
| All | -4.3% | +144.2% | -148.5% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling