+270.9%
F vs VEU
+192.1%
+78.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +0.9% |
| 7D | +5.3% | +1.1% | +4.2% | +4.1% |
| 30D | +4.6% | +2.2% | +2.4% | +2.4% |
| 3M | -3.7% | +3.0% | -6.6% | -6.8% |
| 6M | +16.8% | +10.9% | +6.0% | +4.9% |
| YTD | +15.3% | +18.2% | -2.9% | -2.9% |
| 1Y | +31.0% | +28.3% | +2.7% | +1.6% |
| 3Y | +45.4% | +74.6% | -29.2% | -17.3% |
| 5Y | +54.7% | +56.4% | -1.7% | +0.6% |
| 10Y | +98.2% | +153.0% | -54.8% | -17.3% |
| All | +270.9% | +192.1% | +78.7% | +46.4% |
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