+209.8%
RF vs VEU
+150.0%
+59.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.6% |
| 7D | +0.4% | +2.4% | -2.0% | -2.5% |
| 30D | +5.6% | -2.0% | +7.6% | +7.9% |
| 3M | -8.9% | -5.1% | -3.7% | -3.3% |
| 6M | +7.1% | -0.7% | +7.8% | +6.2% |
| YTD | +8.3% | +11.0% | -2.7% | -8.0% |
| 1Y | +16.8% | +12.4% | +4.4% | -2.3% |
| 3Y | +115.0% | +69.8% | +45.2% | +2.6% |
| 5Y | +46.4% | +48.2% | -1.8% | -14.8% |
| All | +209.8% | +150.0% | +59.8% | -5.2% |
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 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