+365.6%
NDAQ vs VEU
+152.3%
+213.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.4% |
| 7D | -6.8% | -1.9% | -4.9% | -5.4% |
| 30D | -3.2% | -0.7% | -2.4% | -2.6% |
| 3M | +6.5% | +4.9% | +1.6% | +2.1% |
| 6M | +5.7% | +9.8% | -4.1% | -2.9% |
| YTD | -4.6% | +15.3% | -19.9% | -16.0% |
| 1Y | -1.6% | +23.0% | -24.6% | -17.9% |
| 3Y | +86.4% | +73.5% | +13.0% | +16.3% |
| 5Y | +50.3% | +54.5% | -4.2% | +2.9% |
| All | +365.6% | +152.3% | +213.3% | +111.3% |
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