-22.7%
U vs VEU
+86.8%
-109.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.4% |
| 7D | +2.6% | +2.1% | +0.5% | -1.7% |
| 30D | +27.6% | -0.9% | +28.5% | +28.1% |
| 3M | +15.3% | -5.4% | +20.7% | +26.3% |
| 6M | +96.4% | -1.8% | +98.2% | +97.3% |
| YTD | +19.6% | +10.9% | +8.6% | -9.0% |
| 1Y | +42.1% | +13.6% | +28.5% | +2.6% |
| 3Y | +87.5% | +69.3% | +18.3% | -41.6% |
| 5Y | -73.1% | +48.1% | -121.2% | -88.9% |
| All | -22.7% | +86.8% | -109.5% | -73.0% |
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