-64.8%
Z vs VEU
+56.2%
-121.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.8% |
| 7D | -3.0% | +1.1% | -4.1% | -4.4% |
| 30D | -4.2% | +2.2% | -6.4% | -7.0% |
| 3M | -3.7% | +3.0% | -6.7% | -8.7% |
| 6M | -24.5% | +10.9% | -35.4% | -36.3% |
| YTD | -49.3% | +18.2% | -67.5% | -61.8% |
| 1Y | -58.7% | +28.3% | -87.0% | -72.8% |
| 3Y | -34.1% | +74.6% | -108.8% | -73.6% |
| All | -64.8% | +56.2% | -121.0% | -84.3% |
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 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