+64.2%
T vs VEU
+56.2%
+8.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | +4.6% | +0.7% | +3.9% | +4.4% |
| 3M | +12.2% | +4.7% | +7.5% | +10.6% |
| 6M | -6.5% | +11.6% | -18.1% | -9.8% |
| YTD | +4.9% | +16.8% | -11.9% | -0.8% |
| 1Y | -10.5% | +24.9% | -35.4% | -17.5% |
| 3Y | +104.6% | +75.7% | +28.9% | +60.7% |
| 5Y | +64.2% | +56.1% | +8.1% | +33.5% |
| All | +64.2% | +56.2% | +8.0% | +33.5% |
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