-53.2%
S vs VEU
+59.4%
-112.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.3% |
| 7D | -7.7% | +1.1% | -8.9% | -9.2% |
| 30D | -5.3% | +2.2% | -7.5% | -8.3% |
| 3M | +20.3% | +3.0% | +17.3% | +14.1% |
| 6M | +47.4% | +10.9% | +36.5% | +23.1% |
| YTD | +32.5% | +18.2% | +14.3% | -1.0% |
| 1Y | +9.5% | +28.3% | -18.7% | -28.7% |
| 3Y | +15.5% | +74.6% | -59.1% | -56.3% |
| 5Y | -71.2% | +56.4% | -127.6% | -85.9% |
| All | -53.2% | +59.4% | -112.6% | -77.5% |
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