+205.3%
F vs VEA
+154.9%
+50.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.4% |
| 30D | +0.9% | -1.4% | +2.3% | +2.3% |
| 3M | -11.3% | -4.1% | -7.2% | -7.5% |
| 6M | +2.0% | -1.3% | +3.3% | +3.0% |
| YTD | -3.2% | +12.1% | -15.2% | -14.7% |
| 1Y | -3.5% | +16.1% | -19.5% | -18.0% |
| 3Y | +48.1% | +73.0% | -24.9% | -17.5% |
| 5Y | -13.5% | +55.1% | -68.6% | -44.7% |
| 10Y | +72.2% | +156.9% | -84.8% | -32.2% |
| All | +205.3% | +154.9% | +50.4% | +31.7% |
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