+4.6%
MKTX vs VEU
+155.0%
-150.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.6% |
| 30D | +0.7% | -0.4% | +1.2% | +0.9% |
| 3M | +40.8% | +2.5% | +38.3% | +38.6% |
| 6M | -8.0% | +11.1% | -19.1% | -14.3% |
| YTD | -8.7% | +16.5% | -25.2% | -17.7% |
| 1Y | -11.8% | +22.9% | -34.8% | -23.4% |
| 3Y | -24.0% | +73.4% | -97.4% | -48.3% |
| 5Y | -60.3% | +56.1% | -116.4% | -71.3% |
| All | +4.6% | +155.0% | -150.4% | -49.6% |
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 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