-38.4%
U vs VEU
+94.1%
-132.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +1.4% |
| 7D | 0.0% | -1.9% | +1.9% | +3.8% |
| 30D | -4.1% | -0.7% | -3.4% | -3.0% |
| 3M | +57.8% | +4.9% | +52.9% | +41.7% |
| 6M | +103.5% | +9.8% | +93.7% | +63.2% |
| YTD | -4.8% | +15.3% | -20.1% | -31.8% |
| 1Y | -2.4% | +23.0% | -25.4% | -39.2% |
| 3Y | +11.7% | +73.5% | -61.8% | -66.1% |
| 5Y | -68.9% | +54.5% | -123.3% | -88.0% |
| All | -38.4% | +94.1% | -132.6% | -79.8% |
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