+238.6%
P vs VEU
+45.1%
+193.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.3% |
| 7D | -23.8% | -1.6% | -22.2% | -21.6% |
| 30D | -36.6% | -4.3% | -32.3% | -31.9% |
| 3M | +10.9% | -5.8% | +16.7% | +21.9% |
| 6M | +30.0% | -4.4% | +34.4% | +41.3% |
| YTD | +44.4% | +8.7% | +35.7% | +32.6% |
| 1Y | +3.9% | +12.6% | -8.7% | -8.9% |
| 3Y | +176.6% | +65.2% | +111.3% | +54.4% |
| All | +238.6% | +45.1% | +193.5% | +129.3% |
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