+163.6%
W vs VEU
+151.5%
+12.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +1.6% |
| 7D | -4.2% | +1.1% | -5.3% | -6.0% |
| 30D | -7.6% | +2.2% | -9.7% | -11.0% |
| 3M | +37.2% | +3.0% | +34.2% | +31.2% |
| 6M | +26.3% | +10.9% | +15.5% | +6.1% |
| YTD | -1.0% | +18.2% | -19.2% | -25.9% |
| 1Y | +20.1% | +28.3% | -8.2% | -22.2% |
| 3Y | +37.8% | +74.6% | -36.8% | -43.7% |
| 5Y | -63.7% | +56.4% | -120.0% | -80.6% |
| 10Y | +156.3% | +153.0% | +3.3% | -25.5% |
| All | +163.6% | +151.5% | +12.1% | -24.8% |
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