+240.2%
RL vs VEU
+49.1%
+191.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +2.4% |
| 7D | +0.2% | +0.8% | -0.5% | -0.4% |
| 30D | +7.3% | -1.6% | +9.0% | +9.8% |
| 3M | +1.0% | -4.2% | +5.2% | +6.4% |
| 6M | +11.8% | -1.5% | +13.3% | +13.3% |
| YTD | +13.6% | +11.7% | +1.9% | -2.3% |
| 1Y | +24.0% | +15.6% | +8.5% | +2.1% |
| 3Y | +256.6% | +71.7% | +184.8% | +73.7% |
| 5Y | +240.2% | +49.5% | +190.7% | +106.1% |
| All | +240.2% | +49.1% | +191.1% | +106.1% |
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