+219.8%
VT vs VEU
+147.4%
+72.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | -0.1% |
| 7D | +0.4% | +0.8% | -0.4% | -0.3% |
| 30D | -2.6% | -1.6% | -1.0% | -1.1% |
| 3M | -3.2% | -4.2% | +0.9% | +0.7% |
| 6M | +0.9% | -1.5% | +2.4% | +2.1% |
| YTD | +11.3% | +11.7% | -0.4% | -0.6% |
| 1Y | +14.0% | +15.6% | -1.6% | -1.5% |
| 3Y | +75.8% | +71.7% | +4.1% | +2.9% |
| 5Y | +57.8% | +49.5% | +8.4% | +5.8% |
| 10Y | +219.8% | +145.6% | +74.2% | +35.7% |
| All | +219.8% | +147.4% | +72.4% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling