-3.6%
M vs VEU
+192.1%
-195.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.0% |
| 7D | +4.7% | +1.1% | +3.6% | +3.4% |
| 30D | -9.6% | +2.2% | -11.8% | -11.8% |
| 3M | +0.9% | +3.0% | -2.1% | -2.6% |
| 6M | +22.3% | +10.9% | +11.4% | +8.2% |
| YTD | +6.5% | +18.2% | -11.7% | -12.2% |
| 1Y | +38.8% | +28.3% | +10.5% | +4.9% |
| 3Y | +115.9% | +74.6% | +41.3% | +17.7% |
| 5Y | +28.6% | +56.4% | -27.7% | -18.6% |
| 10Y | -2.5% | +153.0% | -155.6% | -60.5% |
| All | -3.6% | +192.1% | -195.7% | -67.6% |
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