-68.3%
U vs VEU
+56.2%
-124.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.2% |
| 7D | +4.4% | +0.3% | +4.1% | +3.7% |
| 30D | -1.3% | +0.7% | -2.0% | -2.9% |
| 3M | +49.6% | +4.7% | +44.9% | +33.7% |
| 6M | +100.2% | +11.6% | +88.5% | +51.3% |
| YTD | -3.7% | +16.8% | -20.5% | -35.4% |
| 1Y | -6.5% | +24.9% | -31.4% | -46.6% |
| 3Y | +12.9% | +75.7% | -62.8% | -71.8% |
| 5Y | -68.3% | +56.1% | -124.4% | -88.1% |
| All | -68.3% | +56.2% | -124.5% | -88.1% |
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 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