+239.8%
RF vs VEU
+144.2%
+95.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | -0.4% |
| 30D | +6.2% | -2.3% | +8.5% | +8.9% |
| 3M | -7.8% | -4.4% | -3.5% | -3.2% |
| 6M | +5.9% | -2.2% | +8.1% | +7.0% |
| YTD | +9.0% | +10.9% | -1.9% | -7.2% |
| 1Y | +19.3% | +13.4% | +5.9% | -1.3% |
| 3Y | +116.4% | +69.7% | +46.7% | +3.6% |
| 5Y | +46.0% | +50.0% | -3.9% | -16.3% |
| 10Y | +239.8% | +145.8% | +94.0% | +15.7% |
| All | +239.8% | +144.2% | +95.6% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling