-20.7%
FDS vs VEU
+56.3%
-77.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -5.4% | +1.7% | -7.0% | -6.0% |
| 30D | +1.6% | +1.0% | +0.6% | +1.1% |
| 3M | +17.7% | +5.6% | +12.1% | +14.2% |
| 6M | +29.1% | +13.7% | +15.4% | +19.2% |
| YTD | +1.0% | +17.7% | -16.7% | -9.2% |
| 1Y | -21.6% | +25.8% | -47.4% | -32.6% |
| 3Y | -30.1% | +77.1% | -107.2% | -52.6% |
| 5Y | -20.7% | +57.1% | -77.9% | -44.8% |
| All | -20.7% | +56.3% | -77.0% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling