+1,112.5%
VLO vs VEU
+192.1%
+920.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.6% |
| 7D | +5.2% | +1.1% | +4.1% | +3.9% |
| 30D | +22.6% | +2.2% | +20.4% | +19.6% |
| 3M | +43.8% | +3.0% | +40.8% | +37.8% |
| 6M | +65.7% | +10.9% | +54.9% | +42.8% |
| YTD | +131.1% | +18.2% | +112.9% | +84.6% |
| 1Y | +143.6% | +28.3% | +115.4% | +77.2% |
| 3Y | +201.4% | +74.6% | +126.8% | +52.6% |
| 5Y | +568.9% | +56.4% | +512.5% | +278.4% |
| 10Y | +891.8% | +153.0% | +738.8% | +247.8% |
| All | +1,112.5% | +192.1% | +920.4% | +286.9% |
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