+203.4%
W vs VEU
+138.3%
+65.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | 0.0% |
| 7D | -7.4% | -0.5% | -6.9% | -6.2% |
| 30D | +7.8% | -1.0% | +8.8% | +10.4% |
| 3M | +10.9% | -3.6% | +14.5% | +19.0% |
| 6M | +86.4% | -1.2% | +87.6% | +93.9% |
| YTD | +14.0% | +12.0% | +2.0% | -5.6% |
| 1Y | +3.5% | +13.9% | -10.4% | -16.8% |
| 3Y | +164.8% | +71.3% | +93.5% | +12.0% |
| 5Y | -53.1% | +50.3% | -103.4% | -73.0% |
| 10Y | +220.4% | +150.3% | +70.1% | -0.7% |
| All | +203.4% | +138.3% | +65.1% | -4.2% |
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