+169.4%
VNQ vs VEU
+188.7%
-19.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.2% |
| 30D | -2.2% | +0.7% | -2.9% | -2.9% |
| 3M | -1.9% | +4.7% | -6.6% | -6.7% |
| 6M | +3.2% | +11.6% | -8.4% | -8.3% |
| YTD | +9.4% | +16.8% | -7.4% | -7.3% |
| 1Y | +7.5% | +24.9% | -17.4% | -14.6% |
| 3Y | +31.1% | +75.7% | -44.7% | -25.7% |
| 5Y | +6.6% | +56.1% | -49.6% | -32.9% |
| 10Y | +63.9% | +153.6% | -89.7% | -37.3% |
| All | +169.4% | +188.7% | -19.3% | -22.2% |
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