+109.2%
FE vs VEU
+149.3%
-40.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.6% | +1.7% | -1.0% | -0.2% |
| 30D | -2.1% | +1.0% | -3.1% | -2.7% |
| 3M | +2.6% | +5.6% | -3.0% | -0.6% |
| 6M | -6.8% | +13.7% | -20.4% | -13.9% |
| YTD | +6.9% | +17.7% | -10.8% | -3.4% |
| 1Y | +11.6% | +25.8% | -14.2% | -3.1% |
| 3Y | +47.7% | +77.1% | -29.4% | +3.0% |
| 5Y | +46.2% | +57.1% | -10.9% | +9.0% |
| 10Y | +109.2% | +149.8% | -40.6% | +3.0% |
| All | +109.2% | +149.3% | -40.1% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling