+682.5%
SPY vs VEU
+192.1%
+490.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.8% |
| 30D | +0.1% | +2.2% | -2.1% | -1.7% |
| 3M | +2.0% | +3.0% | -1.0% | -0.6% |
| 6M | +13.0% | +10.9% | +2.2% | +3.5% |
| YTD | +13.5% | +18.2% | -4.7% | -1.4% |
| 1Y | +20.0% | +28.3% | -8.3% | -2.4% |
| 3Y | +77.2% | +74.6% | +2.6% | +12.3% |
| 5Y | +81.9% | +56.4% | +25.5% | +25.9% |
| 10Y | +314.1% | +153.0% | +161.0% | +97.4% |
| All | +682.5% | +192.1% | +490.4% | +211.0% |
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