+967.4%
VUG vs VEU
+174.2%
+793.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.5% | +2.1% | +0.4% | +0.8% |
| 30D | -6.3% | -0.9% | -5.4% | -5.5% |
| 3M | -6.0% | -5.4% | -0.7% | -1.7% |
| 6M | -3.5% | -1.8% | -1.8% | -2.1% |
| YTD | +3.9% | +10.9% | -7.0% | -4.7% |
| 1Y | +5.1% | +13.6% | -8.5% | -5.4% |
| 3Y | +77.9% | +69.3% | +8.6% | +16.6% |
| 5Y | +62.4% | +48.1% | +14.3% | +19.4% |
| 10Y | +399.4% | +148.0% | +251.4% | +152.0% |
| All | +967.4% | +174.2% | +793.2% | +370.5% |
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