+119.8%
NDAQ vs VEU
+70.5%
+49.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +2.9% | +0.5% | +2.3% | +2.6% |
| 30D | +17.5% | -2.3% | +19.8% | +18.7% |
| 3M | +15.4% | -4.4% | +19.8% | +17.9% |
| 6M | +24.6% | -2.2% | +26.8% | +25.2% |
| YTD | +14.4% | +10.9% | +3.5% | +5.5% |
| 1Y | +26.9% | +13.4% | +13.6% | +15.3% |
| 3Y | +119.8% | +69.7% | +50.1% | +49.1% |
| All | +119.8% | +70.5% | +49.3% | +49.1% |
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