+214.9%
USB vs VEU
+168.0%
+46.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | +1.4% |
| 7D | -1.5% | -3.4% | +2.0% | +1.8% |
| 30D | +4.3% | -5.6% | +9.9% | +10.1% |
| 3M | -6.1% | -6.2% | +0.2% | -0.3% |
| 6M | +9.4% | -2.0% | +11.4% | +10.3% |
| YTD | +15.2% | +8.5% | +6.7% | +4.6% |
| 1Y | +32.8% | +12.1% | +20.7% | +16.8% |
| 3Y | +91.3% | +64.7% | +26.6% | +15.4% |
| 5Y | +22.7% | +45.3% | -22.6% | -16.0% |
| 10Y | +97.0% | +142.3% | -45.2% | -15.3% |
| All | +214.9% | +168.0% | +46.8% | +14.1% |
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 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