+342.2%
UL vs VEU
+174.2%
+168.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.1% | +2.1% | -1.0% | -0.1% |
| 30D | +4.5% | -0.9% | +5.4% | +4.9% |
| 3M | +6.5% | -5.4% | +11.9% | +9.7% |
| 6M | +18.2% | -1.8% | +20.0% | +18.3% |
| YTD | +4.7% | +10.9% | -6.2% | -2.9% |
| 1Y | +0.8% | +13.6% | -12.8% | -7.9% |
| 3Y | +35.9% | +69.3% | -33.4% | -3.8% |
| 5Y | +33.4% | +48.1% | -14.7% | +1.8% |
| 10Y | +106.9% | +148.0% | -41.1% | +12.3% |
| All | +342.2% | +174.2% | +168.0% | +110.4% |
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