-72.7%
U vs VEU
+50.3%
-123.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -3.3% |
| 7D | +16.9% | -0.5% | +17.5% | +16.4% |
| 30D | +6.4% | -1.0% | +7.4% | +7.3% |
| 3M | +13.2% | -3.6% | +16.8% | +20.1% |
| 6M | +84.8% | -1.2% | +85.9% | +82.8% |
| YTD | +12.4% | +12.0% | +0.4% | -19.0% |
| 1Y | +19.8% | +13.9% | +5.9% | -17.2% |
| 3Y | +83.8% | +71.3% | +12.6% | -53.5% |
| 5Y | -72.7% | +50.3% | -123.0% | -89.6% |
| All | -72.7% | +50.3% | -123.1% | -89.6% |
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