+9.7%
O vs VEU
+50.0%
-40.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +9.4% | -1.0% | +10.4% | +9.8% |
| 3M | -2.4% | -3.6% | +1.2% | -1.1% |
| 6M | -1.9% | -1.2% | -0.7% | -1.9% |
| YTD | +10.5% | +12.0% | -1.5% | +3.7% |
| 1Y | +10.0% | +13.9% | -3.9% | +2.4% |
| 3Y | +40.5% | +71.3% | -30.8% | +4.5% |
| All | +9.7% | +50.0% | -40.2% | -12.6% |
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