+577.6%
XYZ vs VEU
+147.6%
+430.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | -1.1% |
| 7D | +14.9% | +0.8% | +14.1% | +13.8% |
| 30D | +14.7% | -1.6% | +16.3% | +18.2% |
| 3M | +12.1% | -4.2% | +16.3% | +20.7% |
| 6M | +18.3% | -1.5% | +19.8% | +20.5% |
| YTD | +36.1% | +11.7% | +24.4% | +10.5% |
| 1Y | +35.3% | +15.6% | +19.7% | +3.4% |
| 3Y | +73.5% | +71.7% | +1.7% | -33.5% |
| 5Y | -61.6% | +49.5% | -111.1% | -79.4% |
| 10Y | +638.0% | +145.6% | +492.4% | +127.8% |
| All | +577.6% | +147.6% | +430.0% | +95.7% |
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