-48.5%
TE vs VEU
+91.9%
-140.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.5% |
| 7D | +18.2% | +1.7% | +16.6% | +15.9% |
| 30D | -13.5% | +1.0% | -14.5% | -14.4% |
| 3M | -44.6% | +5.6% | -50.2% | -46.7% |
| 6M | -24.7% | +13.7% | -38.4% | -31.8% |
| YTD | -24.3% | +17.7% | -42.0% | -33.5% |
| 1Y | +155.6% | +25.8% | +129.8% | +111.1% |
| 3Y | -18.3% | +77.1% | -95.4% | -47.5% |
| 5Y | -41.3% | +57.1% | -98.4% | -61.1% |
| All | -48.5% | +91.9% | -140.3% | -66.5% |
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 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