+97.2%
NI vs VEU
+55.0%
+42.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.4% |
| 7D | 0.0% | -1.4% | +1.5% | +0.6% |
| 30D | -1.4% | -0.4% | -1.0% | -1.2% |
| 3M | -10.6% | +2.5% | -13.1% | -11.6% |
| 6M | -9.3% | +11.1% | -20.5% | -13.8% |
| YTD | +1.1% | +16.5% | -15.4% | -6.0% |
| 1Y | +3.4% | +22.9% | -19.5% | -6.4% |
| 3Y | +67.9% | +73.4% | -5.5% | +28.1% |
| All | +97.2% | +55.0% | +42.2% | +46.0% |
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 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