-16.8%
FDS vs VEU
+28.8%
-45.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.3% |
| 7D | -1.9% | +1.1% | -3.1% | -1.5% |
| 30D | +9.0% | +2.2% | +6.8% | +10.0% |
| 3M | +18.9% | +3.0% | +15.9% | +21.6% |
| 6M | +35.1% | +10.9% | +24.3% | +36.8% |
| YTD | +5.5% | +18.2% | -12.7% | +4.3% |
| 1Y | -16.8% | +28.3% | -45.1% | -26.6% |
| All | -16.8% | +28.8% | -45.6% | -26.6% |
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