+2,417.1%
MSCI vs VEU
+147.8%
+2,269.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.8% |
| 7D | +0.4% | +1.1% | -0.8% | -0.6% |
| 30D | +0.6% | +2.2% | -1.6% | -1.5% |
| 3M | -7.1% | +3.0% | -10.1% | -10.5% |
| 6M | +0.8% | +10.9% | -10.0% | -10.1% |
| YTD | +1.0% | +18.2% | -17.2% | -15.4% |
| 1Y | +4.3% | +28.3% | -24.0% | -19.2% |
| 3Y | +9.9% | +74.6% | -64.7% | -36.7% |
| 5Y | -6.8% | +56.4% | -63.1% | -39.4% |
| 10Y | +614.7% | +153.0% | +461.6% | +207.2% |
| All | +2,417.1% | +147.8% | +2,269.3% | +1,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling