+22.0%
VTR vs VEU
+17.0%
+5.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.7% |
| 7D | +10.0% | +0.2% | +9.8% | +10.0% |
| 30D | +9.6% | -2.1% | +11.8% | +9.4% |
| 3M | -1.2% | -2.7% | +1.5% | -1.5% |
| 6M | +2.8% | +3.2% | -0.4% | +2.3% |
| YTD | +17.4% | +12.6% | +4.8% | +17.7% |
| 1Y | +22.0% | +17.1% | +4.9% | +23.4% |
| All | +22.0% | +17.0% | +5.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling