+79.8%
FE vs VEU
+176.7%
-97.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +3.6% | -1.0% | +4.6% | +4.0% |
| 3M | +0.3% | -3.6% | +3.9% | +2.1% |
| 6M | +6.4% | -1.2% | +7.6% | +6.3% |
| YTD | +8.1% | +12.0% | -3.8% | +0.2% |
| 1Y | +4.6% | +13.9% | -9.3% | -4.1% |
| 3Y | +49.1% | +71.3% | -22.2% | +7.2% |
| 5Y | +46.1% | +50.3% | -4.2% | +11.8% |
| 10Y | +122.7% | +150.3% | -27.6% | +24.7% |
| All | +79.8% | +176.7% | -97.0% | -17.2% |
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