+216.2%
RL vs VEU
+77.5%
+138.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.5% |
| 7D | -0.8% | +1.1% | -1.9% | -2.0% |
| 30D | -7.8% | +2.2% | -9.9% | -10.0% |
| 3M | -4.0% | +3.0% | -7.0% | -7.4% |
| 6M | -1.9% | +10.9% | -12.7% | -12.9% |
| YTD | -0.2% | +18.2% | -18.4% | -18.1% |
| 1Y | +10.7% | +28.3% | -17.6% | -17.4% |
| All | +216.2% | +77.5% | +138.7% | +67.4% |
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