+296.4%
SPGI vs VEU
+150.1%
+146.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | +2.0% | +0.7% | +1.4% | +1.4% |
| 3M | +4.3% | +4.7% | -0.4% | -0.6% |
| 6M | -0.2% | +11.6% | -11.9% | -11.4% |
| YTD | -14.8% | +16.8% | -31.6% | -27.9% |
| 1Y | -18.5% | +24.9% | -43.4% | -35.6% |
| 3Y | +16.0% | +75.7% | -59.8% | -35.5% |
| 5Y | +2.2% | +56.1% | -53.9% | -36.0% |
| 10Y | +296.4% | +153.6% | +142.8% | +51.1% |
| All | +296.4% | +150.1% | +146.4% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling