+120.9%
FE vs VEU
+144.2%
-23.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | +4.3% | -2.3% | +6.6% | +5.4% |
| 3M | +0.4% | -4.4% | +4.8% | +2.5% |
| 6M | +6.9% | -2.2% | +9.1% | +7.4% |
| YTD | +8.0% | +10.9% | -2.9% | +0.6% |
| 1Y | +4.8% | +13.4% | -8.5% | -3.6% |
| 3Y | +49.0% | +69.7% | -20.7% | +6.2% |
| 5Y | +46.2% | +50.0% | -3.7% | +11.6% |
| 10Y | +120.9% | +145.8% | -24.9% | +17.1% |
| All | +120.9% | +144.2% | -23.3% | +17.1% |
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