-24.0%
MKTX vs VEU
+73.8%
-97.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | +0.7% | -0.4% | +1.2% | +0.8% |
| 3M | +40.8% | +2.5% | +38.3% | +39.4% |
| 6M | -8.0% | +11.1% | -19.1% | -10.8% |
| YTD | -8.7% | +16.5% | -25.2% | -13.0% |
| 1Y | -11.8% | +22.9% | -34.8% | -17.6% |
| 3Y | -24.0% | +73.4% | -97.4% | -44.1% |
| All | -24.0% | +73.8% | -97.8% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling