+485.4%
P vs VEU
+167.9%
+317.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +0.7% |
| 7D | +6.5% | +1.1% | +5.4% | +4.9% |
| 30D | +18.8% | +2.2% | +16.7% | +15.4% |
| 3M | +26.7% | +3.0% | +23.8% | +23.0% |
| 6M | +62.2% | +10.9% | +51.3% | +41.7% |
| YTD | +48.5% | +18.2% | +30.3% | +19.9% |
| 1Y | +26.4% | +28.3% | -1.9% | -8.2% |
| 3Y | +159.4% | +74.6% | +84.8% | +28.2% |
| 5Y | +275.8% | +56.4% | +219.4% | +116.2% |
| 10Y | +732.0% | +153.0% | +579.0% | +183.7% |
| All | +485.4% | +167.9% | +317.5% | +82.6% |
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 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