+187.3%
VEU vs BG
+148.8%
+38.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.7% | +10.3% | -9.7% | -2.7% |
| 3M | +4.7% | -1.9% | +6.6% | +4.6% |
| 6M | +11.6% | +5.2% | +6.4% | +8.5% |
| YTD | +16.8% | +41.2% | -24.4% | +2.7% |
| 1Y | +24.9% | +50.5% | -25.7% | +6.7% |
| 3Y | +75.7% | +19.9% | +55.8% | +58.5% |
| 5Y | +56.1% | +86.7% | -30.6% | +16.0% |
| 10Y | +153.6% | +167.5% | -13.9% | +50.2% |
| All | +187.3% | +148.8% | +38.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling