-56.3%
Z vs VEU
+45.1%
-101.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.7% |
| 7D | -4.6% | -1.6% | -2.9% | -1.8% |
| 30D | +8.3% | -4.3% | +12.7% | +15.3% |
| 3M | -11.6% | -5.8% | -5.8% | -3.8% |
| 6M | -33.6% | -4.4% | -29.3% | -30.5% |
| YTD | -56.7% | +8.7% | -65.3% | -63.4% |
| 1Y | -59.1% | +12.6% | -71.8% | -67.5% |
| 3Y | -20.4% | +65.2% | -85.6% | -66.5% |
| All | -56.3% | +45.1% | -101.5% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling