+5.8%
M vs VEU
+174.2%
-168.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +10.6% | -2.3% | +12.9% | +13.8% |
| 3M | +1.6% | -4.4% | +6.0% | +6.8% |
| 6M | +30.8% | -2.2% | +33.0% | +34.0% |
| YTD | +16.9% | +10.9% | +6.0% | +3.5% |
| 1Y | +26.3% | +13.4% | +12.9% | +9.3% |
| 3Y | +158.6% | +69.7% | +88.9% | +45.9% |
| 5Y | +2.1% | +50.0% | -47.9% | -32.1% |
| 10Y | -4.3% | +145.8% | -150.1% | -59.6% |
| All | +5.8% | +174.2% | -168.4% | -61.8% |
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