+53.8%
NDAQ vs VEU
+57.4%
-3.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -2.6% | +1.7% | -4.2% | -3.6% |
| 30D | +0.5% | +1.0% | -0.5% | -0.2% |
| 3M | +9.9% | +5.6% | +4.3% | +5.6% |
| 6M | +8.2% | +13.7% | -5.5% | -1.9% |
| YTD | -1.5% | +17.7% | -19.2% | -13.2% |
| 1Y | +1.3% | +25.8% | -24.4% | -15.2% |
| 3Y | +92.6% | +77.1% | +15.5% | +22.8% |
| All | +53.8% | +57.4% | -3.6% | +8.3% |
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 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