-48.8%
SE vs VEU
+17.0%
-65.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +2.7% |
| 7D | +6.7% | +0.2% | +6.5% | +6.5% |
| 30D | -17.2% | -2.1% | -15.1% | -15.6% |
| 3M | -28.0% | -2.7% | -25.3% | -26.3% |
| 6M | -6.1% | +3.2% | -9.3% | -10.6% |
| YTD | -37.1% | +12.6% | -49.7% | -45.1% |
| 1Y | -48.8% | +17.1% | -65.9% | -57.1% |
| All | -48.8% | +17.0% | -65.8% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling