-100.0%
SPXU vs VEU
+302.2%
-402.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | -0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +2.1% |
| 30D | +5.1% | +0.7% | +4.5% | +7.0% |
| 3M | -9.1% | +4.7% | -13.8% | +3.4% |
| 6M | -29.6% | +11.6% | -41.2% | -3.3% |
| YTD | -27.7% | +16.8% | -44.5% | +12.0% |
| 1Y | -37.0% | +24.9% | -61.8% | +16.9% |
| 3Y | -80.2% | +75.7% | -155.9% | +2.1% |
| 5Y | -86.0% | +56.1% | -142.1% | -25.7% |
| 10Y | -99.5% | +153.6% | -253.2% | -83.5% |
| All | -100.0% | +302.2% | -402.2% | -98.1% |
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 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