+589.4%
SE vs VEU
+109.2%
+480.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.7% |
| 7D | -6.1% | +1.1% | -7.2% | -7.7% |
| 30D | -2.5% | +2.2% | -4.6% | -5.5% |
| 3M | +21.7% | +3.0% | +18.7% | +15.5% |
| 6M | +27.0% | +10.9% | +16.1% | +6.4% |
| YTD | -12.1% | +18.2% | -30.3% | -33.1% |
| 1Y | -40.9% | +28.3% | -69.2% | -60.6% |
| 3Y | +191.0% | +74.6% | +116.4% | +18.2% |
| 5Y | -68.3% | +56.4% | -124.6% | -83.4% |
| All | +589.4% | +109.2% | +480.1% | +149.9% |
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