+557.3%
FDS vs VEU
+174.2%
+383.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.5% | +2.1% | -0.6% | -0.1% |
| 30D | +14.8% | -0.9% | +15.7% | +15.3% |
| 3M | +16.3% | -5.4% | +21.7% | +20.4% |
| 6M | +66.2% | -1.8% | +68.0% | +65.5% |
| YTD | +16.2% | +10.9% | +5.3% | +4.5% |
| 1Y | +21.8% | +13.6% | +8.3% | +7.6% |
| 3Y | -23.9% | +69.3% | -93.1% | -50.7% |
| 5Y | -23.1% | +48.1% | -71.2% | -45.3% |
| 10Y | +128.7% | +148.0% | -19.3% | +10.2% |
| All | +557.3% | +174.2% | +383.1% | +190.0% |
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