-1.6%
F vs VEU
+14.7%
-16.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -1.8% |
| 7D | -0.6% | +0.8% | -1.4% | -1.4% |
| 30D | +2.9% | -1.6% | +4.5% | +4.3% |
| 3M | -9.5% | -4.2% | -5.3% | -6.0% |
| 6M | +4.0% | -1.5% | +5.5% | +5.2% |
| YTD | -1.3% | +11.7% | -13.0% | -11.8% |
| All | -1.6% | +14.7% | -16.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling