+5.6%
XYZ vs VEU
+26.1%
-20.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +2.9% | +1.7% | +1.2% | +1.1% |
| 30D | +1.4% | +1.0% | +0.4% | +0.4% |
| 3M | +14.6% | +5.6% | +8.9% | +8.0% |
| 6M | +20.8% | +13.7% | +7.1% | +4.7% |
| YTD | +23.1% | +17.7% | +5.3% | -1.4% |
| 1Y | +5.6% | +25.8% | -20.1% | -24.3% |
| All | +5.6% | +26.1% | -20.4% | -24.3% |
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