+311.2%
SPY vs VEU
+152.3%
+158.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -0.3% |
| 30D | -1.7% | -0.7% | -0.9% | -1.0% |
| 3M | +4.7% | +4.9% | -0.1% | +0.1% |
| 6M | +12.5% | +9.8% | +2.7% | +2.7% |
| YTD | +11.7% | +15.3% | -3.6% | -2.7% |
| 1Y | +17.5% | +23.0% | -5.6% | -3.7% |
| 3Y | +76.6% | +73.5% | +3.1% | +4.7% |
| 5Y | +82.0% | +54.5% | +27.5% | +20.0% |
| All | +311.2% | +152.3% | +158.9% | +80.9% |
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 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