-39.3%
VG vs VEU
+51.0%
-90.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.7% | +1.1% | +0.5% | +1.7% |
| 30D | +16.0% | +2.2% | +13.8% | +16.0% |
| 3M | +9.7% | +3.0% | +6.7% | +9.9% |
| 6M | +29.6% | +10.9% | +18.7% | +25.0% |
| YTD | +112.0% | +18.2% | +93.8% | +78.0% |
| 1Y | +12.8% | +28.3% | -15.5% | -16.8% |
| All | -39.3% | +51.0% | -90.4% | -64.5% |
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 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