-54.9%
Z vs VEU
+48.8%
-103.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -0.1% | -2.3% | +2.2% | +3.5% |
| 3M | -14.1% | -4.4% | -9.7% | -8.5% |
| 6M | -30.1% | -2.2% | -27.9% | -28.9% |
| YTD | -57.5% | +10.9% | -68.5% | -65.1% |
| 1Y | -60.3% | +13.4% | -73.7% | -68.5% |
| 3Y | -21.0% | +69.7% | -90.7% | -68.0% |
| 5Y | -54.9% | +50.0% | -104.9% | -78.0% |
| All | -54.9% | +48.8% | -103.8% | -78.0% |
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 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