+504.9%
P vs VEU
+153.1%
+351.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +2.4% |
| 7D | -9.6% | +0.8% | -10.4% | -10.0% |
| 30D | -33.4% | -1.6% | -31.8% | -31.2% |
| 3M | +14.2% | -4.2% | +18.4% | +22.4% |
| 6M | +31.6% | -1.5% | +33.1% | +37.3% |
| YTD | +53.5% | +11.7% | +41.8% | +35.3% |
| 1Y | +14.2% | +15.6% | -1.4% | -3.7% |
| 3Y | +190.5% | +71.7% | +118.8% | +48.9% |
| 5Y | +256.3% | +49.5% | +206.9% | +120.5% |
| 10Y | +707.9% | +145.6% | +562.2% | +194.0% |
| All | +504.9% | +153.1% | +351.8% | +106.2% |
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