+1,354.5%
NDAQ vs VEU
+174.2%
+1,180.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | +2.9% | +0.5% | +2.3% | +2.3% |
| 30D | +17.5% | -2.3% | +19.8% | +19.8% |
| 3M | +15.4% | -4.4% | +19.8% | +19.9% |
| 6M | +24.6% | -2.2% | +26.8% | +25.5% |
| YTD | +14.4% | +10.9% | +3.5% | +1.4% |
| 1Y | +26.9% | +13.4% | +13.6% | +10.1% |
| 3Y | +119.8% | +69.7% | +50.1% | +28.2% |
| 5Y | +70.5% | +50.0% | +20.5% | +10.9% |
| 10Y | +475.8% | +145.8% | +330.0% | +123.3% |
| All | +1,354.5% | +174.2% | +1,180.3% | +381.4% |
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