+496.6%
FDS vs VEU
+192.1%
+304.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.9% |
| 7D | -1.9% | +1.1% | -3.1% | -2.7% |
| 30D | +9.0% | +2.2% | +6.8% | +7.3% |
| 3M | +18.9% | +3.0% | +15.9% | +15.0% |
| 6M | +35.1% | +10.9% | +24.3% | +22.7% |
| YTD | +5.5% | +18.2% | -12.7% | -9.0% |
| 1Y | -16.8% | +28.3% | -45.1% | -32.6% |
| 3Y | -28.1% | +74.6% | -102.7% | -54.2% |
| 5Y | -17.4% | +56.4% | -73.8% | -43.4% |
| 10Y | +85.4% | +153.0% | -67.6% | -11.7% |
| All | +496.6% | +192.1% | +304.5% | +152.5% |
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