-11.4%
MSCI vs VEU
+56.3%
-67.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -2.1% | +1.7% | -3.7% | -3.5% |
| 30D | -1.7% | +1.0% | -2.7% | -2.7% |
| 3M | -8.2% | +5.6% | -13.8% | -13.5% |
| 6M | -2.4% | +13.7% | -16.1% | -15.6% |
| YTD | -2.8% | +17.7% | -20.5% | -19.6% |
| 1Y | -2.7% | +25.8% | -28.4% | -25.4% |
| 3Y | +7.3% | +77.1% | -69.8% | -47.0% |
| 5Y | -11.4% | +57.1% | -68.6% | -47.8% |
| All | -11.4% | +56.3% | -67.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling