+90.1%
RF vs VEU
+56.2%
+33.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | +1.3% | +1.1% | +0.2% | +0.2% |
| 30D | -3.6% | +2.2% | -5.8% | -5.6% |
| 3M | +8.1% | +3.0% | +5.1% | +4.3% |
| 6M | +11.5% | +10.9% | +0.6% | -0.7% |
| YTD | +15.6% | +18.2% | -2.6% | -4.2% |
| 1Y | +15.7% | +28.3% | -12.6% | -12.3% |
| 3Y | +86.9% | +74.6% | +12.3% | -0.7% |
| All | +90.1% | +56.2% | +33.9% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling