+477.2%
VYM vs VEU
+185.0%
+292.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.4% |
| 7D | -1.9% | -1.9% | +0.1% | -0.5% |
| 30D | -2.6% | -0.7% | -1.9% | -2.1% |
| 3M | +3.6% | +4.9% | -1.3% | -0.1% |
| 6M | +8.7% | +9.8% | -1.2% | +0.9% |
| YTD | +14.1% | +15.3% | -1.2% | +2.2% |
| 1Y | +17.8% | +23.0% | -5.2% | +0.7% |
| 3Y | +64.5% | +73.5% | -9.0% | +9.5% |
| 5Y | +77.5% | +54.5% | +23.0% | +27.4% |
| 10Y | +206.1% | +150.4% | +55.8% | +56.4% |
| All | +477.2% | +185.0% | +292.2% | +147.8% |
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