+215.6%
F vs VEU
+168.5%
+47.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +3.2% |
| 30D | +2.6% | -4.3% | +7.0% | +7.2% |
| 3M | -8.8% | -5.8% | -3.0% | -3.2% |
| 6M | +4.6% | -4.4% | +9.0% | +9.1% |
| YTD | -1.9% | +8.7% | -10.6% | -10.2% |
| 1Y | -0.8% | +12.6% | -13.4% | -12.4% |
| 3Y | +43.5% | +65.2% | -21.8% | -13.9% |
| 5Y | -12.1% | +45.5% | -57.6% | -38.6% |
| 10Y | +83.6% | +142.7% | -59.1% | -19.9% |
| All | +215.6% | +168.5% | +47.0% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling