-66.3%
SE vs VEU
+56.2%
-122.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -2.7% |
| 7D | -3.6% | +0.3% | -3.9% | -4.2% |
| 30D | -5.3% | +0.7% | -6.0% | -6.3% |
| 3M | +28.1% | +4.7% | +23.4% | +16.4% |
| 6M | +20.7% | +11.6% | +9.0% | -4.3% |
| YTD | -14.8% | +16.8% | -31.6% | -38.3% |
| 1Y | -43.6% | +24.9% | -68.4% | -64.5% |
| 3Y | +184.2% | +75.7% | +108.5% | -18.2% |
| 5Y | -66.3% | +56.1% | -122.4% | -85.1% |
| All | -66.3% | +56.2% | -122.5% | -85.1% |
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