+319.7%
RL vs VEU
+149.9%
+169.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +2.6% | +2.1% | +0.5% | +0.1% |
| 30D | +2.9% | -0.9% | +3.9% | +4.3% |
| 3M | 0.0% | -5.4% | +5.4% | +6.8% |
| 6M | +17.1% | -1.8% | +18.9% | +19.2% |
| YTD | +10.1% | +10.9% | -0.8% | -3.5% |
| 1Y | +17.3% | +13.6% | +3.7% | -0.1% |
| 3Y | +249.3% | +69.3% | +180.1% | +83.6% |
| 5Y | +240.9% | +48.1% | +192.8% | +112.9% |
| All | +319.7% | +149.9% | +169.8% | +50.7% |
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 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