+67.2%
F vs VEU
+150.0%
-82.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.8% |
| 7D | -3.9% | +2.4% | -6.2% | -6.5% |
| 30D | -0.5% | -2.0% | +1.5% | +1.7% |
| 3M | -12.9% | -5.1% | -7.8% | -7.6% |
| 6M | +1.5% | -0.7% | +2.2% | +1.8% |
| YTD | -5.0% | +11.0% | -16.0% | -17.0% |
| 1Y | -7.3% | +12.4% | -19.7% | -20.2% |
| 3Y | +45.3% | +69.8% | -24.5% | -25.0% |
| 5Y | -15.8% | +48.2% | -64.0% | -47.8% |
| All | +67.2% | +150.0% | -82.9% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling