+81.7%
SPY vs VEU
+56.2%
+25.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -1.4% | +0.7% | -2.0% | -2.0% |
| 3M | +3.7% | +4.7% | -1.0% | -0.4% |
| 6M | +13.0% | +11.6% | +1.4% | +2.2% |
| YTD | +12.4% | +16.8% | -4.4% | -2.6% |
| 1Y | +18.5% | +24.9% | -6.3% | -3.4% |
| 3Y | +77.6% | +75.7% | +1.9% | +5.5% |
| 5Y | +81.7% | +56.1% | +25.6% | +19.3% |
| All | +81.7% | +56.2% | +25.5% | +19.3% |
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