+9.2%
Z vs VEU
+126.5%
-117.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.7% | -7.0% | -6.0% |
| 7D | -2.3% | -3.4% | +1.2% | +2.6% |
| 30D | +9.4% | -5.6% | +15.0% | +17.9% |
| 3M | -16.1% | -6.2% | -9.8% | -8.8% |
| 6M | -30.4% | -2.0% | -28.5% | -29.7% |
| YTD | -55.6% | +8.5% | -64.0% | -61.2% |
| 1Y | -58.5% | +12.1% | -70.6% | -65.3% |
| 3Y | -19.6% | +64.7% | -84.3% | -59.1% |
| 5Y | -54.1% | +45.3% | -99.4% | -71.8% |
| 10Y | -12.1% | +142.3% | -154.3% | -68.0% |
| All | +9.2% | +126.5% | -117.3% | -59.8% |
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