+209.1%
F vs VEA
+154.9%
+54.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | +0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +0.8% |
| 30D | +2.1% | -1.4% | +3.5% | +3.5% |
| 3M | -10.3% | -4.1% | -6.2% | -6.4% |
| 6M | +3.3% | -1.3% | +4.6% | +4.2% |
| YTD | -2.0% | +12.1% | -14.1% | -13.7% |
| 1Y | -2.3% | +16.1% | -18.3% | -17.0% |
| 3Y | +49.9% | +73.0% | -23.1% | -16.5% |
| 5Y | -12.5% | +55.1% | -67.6% | -44.0% |
| 10Y | +74.3% | +156.9% | -82.7% | -31.3% |
| All | +209.1% | +154.9% | +54.1% | +33.3% |
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