+20.9%
UL vs VEU
+55.0%
-34.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -0.6% | +0.7% | -1.2% | -0.9% |
| 3M | +9.4% | +4.7% | +4.8% | +6.9% |
| 6M | -4.1% | +11.6% | -15.8% | -9.5% |
| YTD | -2.0% | +16.8% | -18.8% | -9.5% |
| 1Y | -9.0% | +24.9% | -33.8% | -18.9% |
| 3Y | +21.8% | +75.7% | -53.9% | -10.6% |
| All | +20.9% | +55.0% | -34.2% | -8.5% |
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