-53.1%
TE vs VEU
+89.9%
-142.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | -0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +2.0% |
| 30D | -5.9% | -0.4% | -5.5% | -5.2% |
| 3M | -45.6% | +2.5% | -48.1% | -46.0% |
| 6M | -43.4% | +11.1% | -54.5% | -47.4% |
| YTD | -31.0% | +16.5% | -47.5% | -38.6% |
| 1Y | +145.2% | +22.9% | +122.3% | +107.9% |
| 3Y | -24.1% | +73.4% | -97.5% | -50.1% |
| 5Y | -48.1% | +56.1% | -104.2% | -65.2% |
| All | -53.1% | +89.9% | -142.9% | -69.1% |
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 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