+246.9%
RL vs VEU
+56.3%
+190.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +1.9% | +1.7% | +0.2% | -0.1% |
| 30D | -12.2% | +1.0% | -13.2% | -13.4% |
| 3M | -6.6% | +5.6% | -12.3% | -13.0% |
| 6M | +3.2% | +13.7% | -10.5% | -12.5% |
| YTD | -1.3% | +17.7% | -19.0% | -20.3% |
| 1Y | +13.6% | +25.8% | -12.2% | -15.7% |
| 3Y | +210.9% | +77.1% | +133.8% | +46.7% |
| 5Y | +246.9% | +57.1% | +189.7% | +92.3% |
| All | +246.9% | +56.3% | +190.6% | +92.3% |
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