+87.6%
PL vs VEU
+26.6%
+61.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -2.2% |
| 7D | -9.3% | +1.1% | -10.5% | -11.2% |
| 30D | -18.9% | +2.2% | -21.1% | -21.9% |
| 3M | -58.4% | +3.0% | -61.4% | -59.7% |
| 6M | -30.3% | +10.9% | -41.2% | -35.3% |
| YTD | -8.1% | +18.2% | -26.3% | -29.0% |
| All | +87.6% | +26.6% | +61.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling