+119.5%
RF vs VEU
+70.2%
+49.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.9% | +2.1% | -0.2% | +0.5% |
| 30D | +7.3% | -0.9% | +8.2% | +7.9% |
| 3M | -7.9% | -5.4% | -2.5% | -4.4% |
| 6M | +10.5% | -1.8% | +12.3% | +11.0% |
| YTD | +9.6% | +10.9% | -1.3% | -1.7% |
| 1Y | +20.3% | +13.6% | +6.7% | +5.5% |
| 3Y | +119.5% | +69.3% | +50.3% | +11.9% |
| All | +119.5% | +70.2% | +49.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling