+86.4%
F vs VEU
+149.3%
-62.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | +1.2% | +1.7% | -0.5% | -0.8% |
| 30D | +1.2% | +1.0% | +0.2% | +0.1% |
| 3M | -5.7% | +5.6% | -11.3% | -11.9% |
| 6M | +17.9% | +13.7% | +4.3% | +0.6% |
| YTD | +10.4% | +17.7% | -7.3% | -9.6% |
| 1Y | +25.3% | +25.8% | -0.4% | -5.2% |
| 3Y | +37.5% | +77.1% | -39.7% | -31.8% |
| 5Y | +46.5% | +57.1% | -10.6% | -14.5% |
| 10Y | +86.4% | +149.8% | -63.4% | -33.2% |
| All | +86.4% | +149.3% | -62.9% | -33.2% |
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