+78.9%
FE vs VEU
+192.1%
-113.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | -1.2% | +2.2% | -3.3% | -2.4% |
| 3M | +3.5% | +3.0% | +0.5% | +1.4% |
| 6M | -6.1% | +10.9% | -16.9% | -12.1% |
| YTD | +7.6% | +18.2% | -10.6% | -3.0% |
| 1Y | +11.9% | +28.3% | -16.4% | -3.8% |
| 3Y | +48.4% | +74.6% | -26.2% | +5.9% |
| 5Y | +44.8% | +56.4% | -11.6% | +8.6% |
| 10Y | +115.9% | +153.0% | -37.1% | +20.5% |
| All | +78.9% | +192.1% | -113.2% | -19.9% |
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