-2.6%
M vs VEU
+168.5%
-171.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.8% |
| 7D | -4.3% | -1.6% | -2.6% | -2.3% |
| 30D | +1.3% | -4.3% | +5.6% | +6.4% |
| 3M | -7.4% | -5.8% | -1.5% | -1.0% |
| 6M | +18.3% | -4.4% | +22.7% | +24.1% |
| YTD | +7.6% | +8.7% | -1.1% | -2.7% |
| 1Y | +17.4% | +12.6% | +4.7% | +2.2% |
| 3Y | +108.4% | +65.2% | +43.1% | +20.9% |
| 5Y | -10.6% | +45.5% | -56.2% | -38.6% |
| 10Y | -3.2% | +142.7% | -145.9% | -58.6% |
| All | -2.6% | +168.5% | -171.2% | -64.1% |
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