-6.1%
M vs VEU
+150.1%
-156.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.1% |
| 7D | -4.1% | +0.3% | -4.4% | -4.4% |
| 30D | -13.6% | +0.7% | -14.3% | -14.5% |
| 3M | -2.3% | +4.7% | -7.0% | -8.5% |
| 6M | +21.9% | +11.6% | +10.3% | +3.5% |
| YTD | -0.6% | +16.8% | -17.4% | -21.1% |
| 1Y | +29.7% | +24.9% | +4.9% | -5.8% |
| 3Y | +107.3% | +75.7% | +31.5% | -6.5% |
| 5Y | +20.5% | +56.1% | -35.6% | -34.3% |
| 10Y | -6.1% | +153.6% | -159.7% | -67.5% |
| All | -6.1% | +150.1% | -156.2% | -67.5% |
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