-30.1%
FDS vs VEU
+77.0%
-107.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -5.4% | +1.7% | -7.0% | -5.6% |
| 30D | +1.6% | +1.0% | +0.6% | +1.4% |
| 3M | +17.7% | +5.6% | +12.1% | +16.1% |
| 6M | +29.1% | +13.7% | +15.4% | +22.4% |
| YTD | +1.0% | +17.7% | -16.7% | -6.6% |
| 1Y | -21.6% | +25.8% | -47.4% | -30.2% |
| 3Y | -30.1% | +77.1% | -107.2% | -49.8% |
| All | -30.1% | +77.0% | -107.1% | -49.8% |
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 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