+263.5%
F vs VEA
+170.4%
+93.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.0% |
| 7D | +5.3% | +1.0% | +4.4% | +4.3% |
| 30D | +4.6% | +1.9% | +2.6% | +2.5% |
| 3M | -3.7% | +3.2% | -6.9% | -7.2% |
| 6M | +16.8% | +10.2% | +6.6% | +4.9% |
| YTD | +15.3% | +18.9% | -3.6% | -4.3% |
| 1Y | +31.0% | +29.3% | +1.7% | -0.5% |
| 3Y | +45.4% | +76.8% | -31.3% | -20.6% |
| 5Y | +54.7% | +61.2% | -6.6% | -4.8% |
| 10Y | +98.2% | +163.3% | -65.1% | -23.9% |
| All | +263.5% | +170.4% | +93.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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