-27.5%
ON vs VEU
+74.2%
-101.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +1.3% |
| 7D | -1.9% | +0.3% | -2.2% | -2.4% |
| 30D | -11.0% | +0.7% | -11.7% | -12.1% |
| 3M | -39.3% | +4.7% | -44.0% | -43.0% |
| 6M | +19.8% | +11.6% | +8.2% | +1.2% |
| YTD | +31.1% | +16.8% | +14.3% | +1.4% |
| 1Y | +46.0% | +24.9% | +21.1% | +0.5% |
| All | -27.5% | +74.2% | -101.7% | -68.5% |
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