-44.7%
S vs VEU
+50.6%
-95.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +4.2% |
| 7D | +1.6% | +0.8% | +0.8% | +0.9% |
| 30D | -10.5% | -1.6% | -8.8% | -8.0% |
| 3M | +9.9% | -4.2% | +14.1% | +16.2% |
| 6M | +41.8% | -1.5% | +43.3% | +42.5% |
| YTD | +56.8% | +11.7% | +45.1% | +26.5% |
| 1Y | +39.0% | +15.6% | +23.4% | +5.9% |
| 3Y | +53.8% | +71.7% | -17.9% | -41.6% |
| 5Y | -68.6% | +49.5% | -118.1% | -83.3% |
| All | -44.7% | +50.6% | -95.3% | -71.3% |
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 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