-23.4%
FDS vs VEU
+71.8%
-95.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +16.0% | -1.0% | +17.0% | +16.1% |
| 3M | +18.8% | -3.6% | +22.4% | +19.3% |
| 6M | +54.1% | -1.2% | +55.3% | +53.8% |
| YTD | +17.0% | +12.0% | +5.0% | +9.2% |
| 1Y | +25.5% | +13.9% | +11.6% | +16.0% |
| All | -23.4% | +71.8% | -95.2% | -43.4% |
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 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