+440.5%
RL vs VEU
+192.1%
+248.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.9% |
| 30D | -7.8% | +2.2% | -9.9% | -9.7% |
| 3M | -4.0% | +3.0% | -7.0% | -6.9% |
| 6M | -1.9% | +10.9% | -12.7% | -11.1% |
| YTD | -0.2% | +18.2% | -18.4% | -15.1% |
| 1Y | +10.7% | +28.3% | -17.6% | -12.9% |
| 3Y | +210.8% | +74.6% | +136.1% | +83.9% |
| 5Y | +238.2% | +56.4% | +181.9% | +126.3% |
| 10Y | +313.4% | +153.0% | +160.4% | +85.4% |
| All | +440.5% | +192.1% | +248.4% | +93.8% |
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