+43.5%
F vs VEU
+64.7%
-21.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +3.1% |
| 30D | +2.6% | -4.3% | +7.0% | +7.1% |
| 3M | -8.8% | -5.8% | -3.0% | -3.3% |
| 6M | +4.6% | -4.4% | +9.0% | +9.0% |
| YTD | -1.9% | +8.7% | -10.6% | -10.5% |
| 1Y | -0.8% | +12.6% | -13.4% | -12.9% |
| 3Y | +43.5% | +65.2% | -21.8% | -27.5% |
| All | +43.5% | +64.7% | -21.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling