-39.0%
U vs VEU
+99.0%
-138.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -2.1% |
| 7D | -3.8% | +1.1% | -5.0% | -5.9% |
| 30D | +17.5% | +2.2% | +15.3% | +12.3% |
| 3M | +38.7% | +3.0% | +35.7% | +29.3% |
| 6M | +104.4% | +10.9% | +93.6% | +61.3% |
| YTD | -5.7% | +18.2% | -23.9% | -35.7% |
| 1Y | +3.7% | +28.3% | -24.6% | -40.6% |
| 3Y | +12.3% | +74.6% | -62.3% | -66.2% |
| 5Y | -68.8% | +56.4% | -125.2% | -88.4% |
| All | -39.0% | +99.0% | -138.0% | -80.9% |
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