+7.3%
MSCI vs VEU
+77.0%
-69.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -2.1% | +1.7% | -3.7% | -2.8% |
| 30D | -1.7% | +1.0% | -2.7% | -2.2% |
| 3M | -8.2% | +5.6% | -13.8% | -10.9% |
| 6M | -2.4% | +13.7% | -16.1% | -9.9% |
| YTD | -2.8% | +17.7% | -20.5% | -12.9% |
| 1Y | -2.7% | +25.8% | -28.4% | -17.1% |
| 3Y | +7.3% | +77.1% | -69.8% | -32.8% |
| All | +7.3% | +77.0% | -69.7% | -32.8% |
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 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