-7.5%
MKTX vs VEU
+28.8%
-36.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +1.1% | +2.2% | -1.1% | +0.8% |
| 3M | +36.1% | +3.0% | +33.1% | +34.1% |
| 6M | -12.9% | +10.9% | -23.7% | -13.5% |
| YTD | -8.5% | +18.2% | -26.7% | -8.6% |
| 1Y | -7.5% | +28.3% | -35.8% | -9.4% |
| All | -7.5% | +28.8% | -36.4% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling