+533.2%
XYZ vs VEU
+162.0%
+371.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.6% |
| 7D | -1.0% | +1.1% | -2.1% | -2.8% |
| 30D | -1.7% | +2.2% | -3.9% | -5.2% |
| 3M | +16.7% | +3.0% | +13.8% | +10.4% |
| 6M | +26.9% | +10.9% | +16.0% | +4.8% |
| YTD | +27.1% | +18.2% | +9.0% | -6.3% |
| 1Y | +9.3% | +28.3% | -19.0% | -30.2% |
| 3Y | +42.3% | +74.6% | -32.3% | -46.5% |
| 5Y | -69.3% | +56.4% | -125.7% | -84.8% |
| 10Y | +586.8% | +153.0% | +433.8% | +96.6% |
| All | +533.2% | +162.0% | +371.2% | +66.0% |
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