+108.5%
RF vs VEU
+64.7%
+43.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -0.9% | -1.6% | +0.7% | +0.2% |
| 30D | +6.0% | -4.3% | +10.4% | +9.3% |
| 3M | -8.9% | -5.8% | -3.0% | -5.1% |
| 6M | +2.3% | -4.4% | +6.7% | +4.8% |
| YTD | +7.6% | +8.7% | -1.1% | -2.2% |
| 1Y | +21.2% | +12.6% | +8.5% | +6.5% |
| 3Y | +108.5% | +65.2% | +43.3% | +8.6% |
| All | +108.5% | +64.7% | +43.8% | +8.6% |
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 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