+150.8%
VEU vs BG
+166.7%
-15.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.1% |
| 30D | -0.4% | +10.2% | -10.7% | -2.7% |
| 3M | +2.5% | -1.7% | +4.2% | +2.5% |
| 6M | +11.1% | +1.0% | +10.2% | +10.1% |
| YTD | +16.5% | +39.9% | -23.4% | +6.8% |
| 1Y | +22.9% | +53.2% | -30.3% | +9.9% |
| 3Y | +73.4% | +16.3% | +57.1% | +63.2% |
| 5Y | +56.1% | +83.9% | -27.8% | +27.1% |
| All | +150.8% | +166.7% | -15.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling