+57.4%
RF vs VEU
+192.1%
-134.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.8% |
| 7D | +1.3% | +1.1% | +0.2% | -0.2% |
| 30D | -3.6% | +2.2% | -5.8% | -6.4% |
| 3M | +8.1% | +3.0% | +5.1% | +2.7% |
| 6M | +11.5% | +10.9% | +0.6% | -4.9% |
| YTD | +15.6% | +18.2% | -2.6% | -9.8% |
| 1Y | +15.7% | +28.3% | -12.6% | -19.2% |
| 3Y | +86.9% | +74.6% | +12.3% | -14.4% |
| 5Y | +89.8% | +56.4% | +33.5% | +0.9% |
| 10Y | +344.7% | +153.0% | +191.7% | +29.2% |
| All | +57.4% | +192.1% | -134.7% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling